+35.8%
PFE vs APH
+1,060.9%
-1,025.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.8% | +5.0% | -3.2% | +0.7% |
| 30D | +10.2% | -3.9% | +14.1% | +10.9% |
| 3M | +12.7% | +13.0% | -0.3% | +8.8% |
| 6M | +10.5% | +25.2% | -14.6% | +3.5% |
| YTD | +20.2% | +22.9% | -2.8% | +11.8% |
| 1Y | +24.1% | +47.8% | -23.8% | +9.2% |
| 3Y | -3.6% | +283.0% | -286.6% | -39.5% |
| 5Y | -20.9% | +349.7% | -370.5% | -54.2% |
| All | +35.8% | +1,060.9% | -1,025.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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