-2.5%
PFE vs APH
+89.1%
-91.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | +0.6% |
| 7D | +1.5% | -48.7% | +50.2% | +2.2% |
| 30D | +10.2% | -51.9% | +62.2% | +11.1% |
| 3M | +12.7% | -43.6% | +56.2% | +12.9% |
| 6M | +10.5% | -37.5% | +48.1% | +10.1% |
| YTD | +20.2% | -38.6% | +58.8% | +19.6% |
| 1Y | +24.1% | -26.3% | +50.4% | +22.3% |
| All | -2.5% | +89.1% | -91.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling