-29.2%
PFE vs APLD
+239.8%
-269.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -1.7% |
| 30D | +0.3% | -21.4% | +21.8% | +0.5% |
| 3M | +9.4% | -47.8% | +57.2% | +10.0% |
| 6M | +14.9% | -64.9% | +79.8% | +15.9% |
| YTD | +23.8% | -34.9% | +58.7% | +23.6% |
| 1Y | +19.5% | -30.7% | +50.3% | +19.2% |
| 3Y | +21.0% | +305.3% | -284.3% | +14.5% |
| All | -29.2% | +239.8% | -269.0% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling