+3,280.0%
PFE vs APA
+815.8%
+2,464.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -0.9% |
| 7D | +1.8% | +0.5% | +1.2% | +1.7% |
| 30D | +10.2% | +23.4% | -13.2% | +7.5% |
| 3M | +12.7% | +12.7% | 0.0% | +10.8% |
| 6M | +10.5% | +39.4% | -28.9% | +5.5% |
| YTD | +20.2% | +79.0% | -58.8% | +11.1% |
| 1Y | +24.1% | +88.8% | -64.8% | +13.7% |
| 3Y | -3.6% | +6.4% | -9.9% | -7.4% |
| 5Y | -20.9% | +153.0% | -173.8% | -34.0% |
| 10Y | +35.8% | +7.5% | +28.3% | +9.9% |
| All | +3,280.0% | +815.8% | +2,464.2% | +1,903.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling