+23.2%
PFE vs APD
+24.7%
-1.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | +5.2% | +11.0% | -5.8% | +3.9% |
| 3M | +12.2% | +2.6% | +9.7% | +11.9% |
| 6M | +17.8% | +4.8% | +13.0% | +17.7% |
| YTD | +26.2% | +31.0% | -4.8% | +20.2% |
| 1Y | +23.2% | +23.4% | -0.2% | +19.3% |
| All | +23.2% | +24.7% | -1.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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