-27.9%
PFE vs APLD
+201.5%
-229.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.7% | +11.7% | -2.8% |
| 7D | -0.2% | -27.0% | +26.8% | 0.0% |
| 30D | +8.7% | -44.1% | +52.7% | +9.2% |
| 3M | +15.8% | -52.6% | +68.3% | +16.5% |
| 6M | +16.8% | -64.5% | +81.3% | +17.8% |
| YTD | +26.2% | -42.2% | +68.4% | +26.2% |
| 1Y | +29.9% | -57.2% | +87.1% | +30.2% |
| 3Y | +15.9% | +159.5% | -143.6% | +10.4% |
| All | -27.9% | +201.5% | -229.4% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling