+892.4%
APP vs PFE
+13.8%
+878.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +9.6% |
| 7D | +71.2% | -3.7% | +74.9% | +70.3% |
| 30D | +39.1% | +5.0% | +34.1% | +39.7% |
| 3M | +16.5% | +12.2% | +4.4% | +18.0% |
| 6M | -16.6% | +14.6% | -31.1% | -15.2% |
| YTD | -41.9% | +24.1% | -66.1% | -40.5% |
| 1Y | -37.0% | +26.6% | -63.6% | -35.4% |
| 3Y | +892.4% | +14.3% | +878.1% | +857.1% |
| All | +892.4% | +13.8% | +878.6% | +857.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling