+500.0%
APP vs PFE
+4.7%
+495.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +10.0% |
| 7D | +71.2% | -3.7% | +74.9% | +71.5% |
| 30D | +39.1% | +5.0% | +34.1% | +38.1% |
| 3M | +16.5% | +12.2% | +4.4% | +15.1% |
| 6M | -16.6% | +14.6% | -31.1% | -17.8% |
| YTD | -41.9% | +24.1% | -66.1% | -43.5% |
| 1Y | -37.0% | +26.6% | -63.6% | -39.0% |
| 3Y | +892.4% | +14.3% | +878.1% | +865.0% |
| 5Y | +297.3% | -21.9% | +319.2% | +338.2% |
| All | +500.0% | +4.7% | +495.3% | +547.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling