-20.6%
PFE vs APH
+274.6%
-295.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.3% | +6.4% | -2.3% |
| 7D | -0.2% | -12.7% | +12.5% | +0.6% |
| 30D | +8.7% | -19.2% | +27.8% | +10.2% |
| 3M | +15.8% | -16.7% | +32.5% | +17.0% |
| 6M | +16.8% | +5.1% | +11.7% | +15.0% |
| YTD | +26.2% | +6.6% | +19.6% | +23.2% |
| 1Y | +29.9% | +3.9% | +26.0% | +27.1% |
| 3Y | +15.9% | +246.0% | -230.1% | -11.2% |
| 5Y | -20.6% | +268.0% | -288.6% | -42.9% |
| All | -20.6% | +274.6% | -295.2% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling