-24.0%
PFE vs APA
+90.7%
-114.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.2% |
| 7D | -2.1% | +9.6% | -11.7% | -2.7% |
| 30D | +3.1% | -0.2% | +3.3% | +3.0% |
| 3M | +11.2% | +19.8% | -8.7% | +9.7% |
| 6M | +15.0% | +30.1% | -15.0% | +12.7% |
| YTD | +23.5% | +100.4% | -76.9% | +16.7% |
| 1Y | +18.9% | +105.2% | -86.3% | +12.1% |
| 3Y | +18.7% | +44.6% | -25.9% | +11.4% |
| 5Y | -24.0% | +88.8% | -112.8% | -21.1% |
| All | -24.0% | +90.7% | -114.8% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling