+1,539.0%
PFE vs APH
+61,451.9%
-59,912.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | +7.4% |
| 7D | +1.5% | -48.7% | +50.2% | +9.4% |
| 30D | +10.2% | -51.9% | +62.2% | +19.9% |
| 3M | +12.7% | -43.6% | +56.2% | +18.8% |
| 6M | +10.5% | -37.5% | +48.1% | +14.0% |
| YTD | +20.2% | -38.6% | +58.8% | +23.6% |
| 1Y | +24.1% | -26.3% | +50.4% | +23.3% |
| 3Y | -3.6% | +89.2% | -92.8% | -20.1% |
| 5Y | -20.9% | +119.8% | -140.7% | -36.6% |
| 10Y | +35.8% | +454.3% | -418.4% | -7.5% |
| All | +1,539.0% | +61,451.9% | -59,912.9% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling