+3,280.0%
PFE vs APD
+6,115.6%
-2,835.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.4% |
| 30D | +10.2% | +2.1% | +8.1% | +9.5% |
| 3M | +12.7% | +7.2% | +5.5% | +9.9% |
| 6M | +10.5% | +11.2% | -0.7% | +6.4% |
| YTD | +20.2% | +24.4% | -4.2% | +11.5% |
| 1Y | +24.1% | +6.7% | +17.4% | +20.3% |
| 3Y | -3.6% | +9.2% | -12.8% | -8.8% |
| 5Y | -20.9% | +27.4% | -48.2% | -29.7% |
| 10Y | +35.8% | +164.8% | -129.0% | -6.2% |
| All | +3,280.0% | +6,115.6% | -2,835.7% | +677.7% |
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