-21.5%
PFE vs APH
+280.5%
-302.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.8% | -1.9% |
| 7D | -3.7% | -5.9% | +2.2% | -3.4% |
| 30D | +5.0% | -14.8% | +19.8% | +6.0% |
| 3M | +12.2% | -12.4% | +24.6% | +12.9% |
| 6M | +14.6% | +8.1% | +6.5% | +12.6% |
| YTD | +24.1% | +10.9% | +13.2% | +20.9% |
| 1Y | +26.6% | +8.8% | +17.8% | +23.4% |
| 3Y | +14.3% | +262.1% | -247.7% | -12.8% |
| All | -21.5% | +280.5% | -302.0% | -44.0% |
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