+48.8%
PFE vs APH
+926.5%
-877.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.5% |
| 7D | -1.7% | +4.9% | -6.6% | -2.7% |
| 30D | +0.3% | -5.4% | +5.7% | +1.0% |
| 3M | +9.4% | -5.5% | +14.8% | +9.7% |
| 6M | +14.9% | +25.9% | -11.0% | +7.1% |
| YTD | +23.8% | +16.4% | +7.4% | +15.7% |
| 1Y | +19.5% | +16.5% | +3.0% | +11.4% |
| 3Y | +21.0% | +270.9% | -249.8% | -24.2% |
| 5Y | -23.9% | +289.5% | -313.4% | -54.1% |
| All | +48.8% | +926.5% | -877.7% | -37.4% |
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