+32.9%
PFE vs APA
-0.7%
+33.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +3.8% | +15.7% | -11.9% | +2.7% |
| 3M | +10.4% | +16.5% | -6.1% | +9.0% |
| 6M | +6.3% | +35.1% | -28.8% | +3.4% |
| YTD | +17.4% | +82.2% | -64.8% | +11.6% |
| 1Y | +21.1% | +102.5% | -81.3% | +14.0% |
| 3Y | -1.6% | +10.3% | -11.9% | -4.7% |
| 5Y | -22.2% | +166.1% | -188.3% | -30.4% |
| 10Y | +32.9% | -4.9% | +37.8% | +18.7% |
| All | +32.9% | -0.7% | +33.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling