-20.7%
PFE vs APH
+120.4%
-141.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | +2.9% |
| 7D | +1.5% | -48.7% | +50.2% | +4.7% |
| 30D | +10.2% | -51.9% | +62.2% | +14.2% |
| 3M | +12.7% | -43.6% | +56.2% | +14.5% |
| 6M | +10.5% | -37.5% | +48.1% | +10.7% |
| YTD | +20.2% | -38.6% | +58.8% | +19.9% |
| 1Y | +24.1% | -26.3% | +50.4% | +20.3% |
| 3Y | -3.6% | +89.2% | -92.8% | -25.1% |
| All | -20.7% | +120.4% | -141.1% | -45.1% |
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