+520.8%
APP vs PFE
+6.5%
+514.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +48.9% | -3.0% | +51.9% | +49.2% |
| 30D | +49.4% | +5.2% | +44.2% | +48.5% |
| 3M | +27.0% | +12.2% | +14.8% | +25.4% |
| 6M | -15.4% | +17.8% | -33.2% | -16.8% |
| YTD | -39.9% | +26.2% | -66.1% | -41.6% |
| 1Y | -32.0% | +23.2% | -55.1% | -33.7% |
| 3Y | +824.3% | +21.3% | +803.1% | +787.2% |
| 5Y | +252.4% | -23.1% | +275.5% | +288.1% |
| All | +520.8% | +6.5% | +514.3% | +569.5% |
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