-29.1%
PFE vs APLD
+230.9%
-259.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.7% | -11.4% | -1.7% |
| 7D | -3.7% | -12.7% | +9.0% | -3.6% |
| 30D | +5.0% | -34.7% | +39.7% | +5.3% |
| 3M | +12.2% | -46.1% | +58.3% | +12.7% |
| 6M | +14.6% | -64.9% | +79.4% | +15.6% |
| YTD | +24.1% | -36.6% | +60.7% | +24.0% |
| 1Y | +26.6% | -50.0% | +76.5% | +26.6% |
| 3Y | +14.3% | +190.1% | -175.8% | +8.7% |
| All | -29.1% | +230.9% | -259.9% | -36.7% |
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