+195.8%
PFE vs APTV
+142.3%
+53.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | -1.2% |
| 7D | -3.7% | -10.2% | +6.5% | -2.3% |
| 30D | +5.0% | -10.8% | +15.8% | +6.6% |
| 3M | +12.2% | -14.8% | +27.0% | +14.5% |
| 6M | +14.6% | -30.6% | +45.1% | +19.4% |
| YTD | +24.1% | -48.2% | +72.3% | +34.4% |
| 1Y | +26.6% | -52.0% | +78.5% | +38.5% |
| 3Y | +14.3% | -47.0% | +61.3% | +21.2% |
| 5Y | -21.9% | -77.5% | +55.6% | -8.7% |
| 10Y | +62.6% | -27.0% | +89.6% | +47.8% |
| All | +195.8% | +142.3% | +53.5% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling