+35.2%
PFE vs APTV
-21.3%
+56.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.3% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +2.7% | -10.6% | +13.3% | +4.1% |
| 3M | +10.0% | -35.0% | +45.0% | +15.5% |
| 6M | +7.2% | -38.9% | +46.1% | +12.9% |
| YTD | +17.3% | -41.5% | +58.8% | +24.0% |
| 1Y | +20.3% | -45.8% | +66.1% | +28.4% |
| 3Y | -1.6% | -55.7% | +54.1% | +5.6% |
| 5Y | -21.4% | -70.1% | +48.7% | -13.7% |
| 10Y | +35.2% | -19.1% | +54.3% | +38.9% |
| All | +35.2% | -21.3% | +56.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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