-31.3%
PFE vs APLD
+461.1%
-492.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.3% |
| 7D | +1.8% | +4.1% | -2.3% | +1.7% |
| 30D | +10.2% | -11.7% | +21.9% | +10.4% |
| 3M | +12.7% | -40.3% | +53.0% | +13.2% |
| 6M | +10.5% | -8.0% | +18.5% | +10.3% |
| YTD | +20.2% | +7.5% | +12.6% | +19.5% |
| 1Y | +24.1% | +84.0% | -60.0% | +22.2% |
| 3Y | -3.6% | +356.2% | -359.8% | -8.7% |
| All | -31.3% | +461.1% | -492.4% | -39.0% |
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