+3,449.8%
PFE vs APD
+6,285.2%
-2,835.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.1% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | +8.7% | +10.1% | -1.5% | +5.5% |
| 3M | +15.8% | +4.9% | +10.9% | +14.1% |
| 6M | +16.8% | +2.5% | +14.4% | +15.5% |
| YTD | +26.2% | +27.8% | -1.6% | +16.2% |
| 1Y | +29.9% | +32.9% | -2.9% | +17.8% |
| 3Y | +15.9% | +13.4% | +2.6% | +8.5% |
| 5Y | -20.6% | +12.8% | -33.4% | -26.7% |
| 10Y | +65.4% | +194.6% | -129.2% | +10.5% |
| All | +3,449.8% | +6,285.2% | -2,835.4% | +710.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling