-21.5%
PFE vs APD
+11.0%
-32.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -3.7% | -3.7% | 0.0% | -2.7% |
| 30D | +5.0% | +9.6% | -4.6% | +2.6% |
| 3M | +12.2% | +1.6% | +10.5% | +11.7% |
| 6M | +14.6% | +2.2% | +12.4% | +13.7% |
| YTD | +24.1% | +25.9% | -1.7% | +16.1% |
| 1Y | +26.6% | +20.1% | +6.4% | +19.7% |
| 3Y | +14.3% | +12.4% | +1.9% | +8.8% |
| All | -21.5% | +11.0% | -32.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling