+199.8%
PFE vs APTV
+143.1%
+56.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -0.7% | -4.3% | +3.6% | -0.1% |
| 30D | +5.3% | -9.7% | +15.0% | +6.8% |
| 3M | +10.1% | -20.6% | +30.7% | +13.5% |
| 6M | +18.0% | -31.7% | +49.7% | +23.3% |
| YTD | +25.8% | -48.0% | +73.8% | +36.1% |
| 1Y | +28.4% | -52.1% | +80.5% | +40.6% |
| 3Y | +20.9% | -47.9% | +68.8% | +28.5% |
| 5Y | -21.5% | -76.9% | +55.4% | -8.6% |
| 10Y | +46.2% | -26.7% | +72.9% | +33.1% |
| All | +199.8% | +143.1% | +56.7% | +109.2% |
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