+26.0%
PFE vs APA
+89.4%
-63.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -4.7% | -8.7% | +4.1% | -4.6% |
| 30D | +3.4% | -2.4% | +5.8% | +3.3% |
| 3M | +9.2% | +19.0% | -9.8% | +8.7% |
| 6M | +15.8% | +26.8% | -11.0% | +14.7% |
| YTD | +23.4% | +87.3% | -63.9% | +14.1% |
| All | +26.0% | +89.4% | -63.4% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling