-28.1%
PFE vs APLD
+254.9%
-283.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -0.7% | -6.3% | +5.6% | -0.7% |
| 30D | +5.3% | -29.6% | +34.9% | +5.6% |
| 3M | +10.1% | -42.6% | +52.7% | +10.6% |
| 6M | +18.0% | -59.6% | +77.6% | +18.9% |
| YTD | +25.8% | -32.0% | +57.8% | +25.6% |
| 1Y | +28.4% | -46.9% | +75.4% | +28.4% |
| 3Y | +20.9% | +255.7% | -234.7% | +14.7% |
| All | -28.1% | +254.9% | -283.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 10y: compounded portfolio wealth divided by compounded APLD 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…
10y analysis · Full analysis span regression · 6 months rolling