+46.2%
PFE vs APH
+938.3%
-892.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.1% |
| 30D | +5.3% | -8.4% | +13.7% | +6.6% |
| 3M | +10.1% | -4.5% | +14.6% | +10.2% |
| 6M | +18.0% | +25.3% | -7.2% | +10.2% |
| YTD | +25.8% | +18.9% | +6.9% | +17.1% |
| 1Y | +28.4% | +11.9% | +16.5% | +21.1% |
| 3Y | +20.9% | +278.0% | -257.0% | -24.5% |
| 5Y | -21.5% | +306.4% | -327.9% | -53.2% |
| 10Y | +46.2% | +955.2% | -909.0% | -39.2% |
| All | +46.2% | +938.3% | -892.1% | -39.2% |
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