+186.3%
PFE vs APTV
+194.6%
-8.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.7% |
| 7D | +1.8% | +4.8% | -3.1% | +1.1% |
| 30D | +10.2% | +2.0% | +8.2% | +9.8% |
| 3M | +12.7% | -34.2% | +46.9% | +18.9% |
| 6M | +10.5% | -34.7% | +45.2% | +16.2% |
| YTD | +20.2% | -37.0% | +57.1% | +26.7% |
| 1Y | +24.1% | -40.4% | +64.5% | +31.8% |
| 3Y | -3.6% | -54.1% | +50.5% | +4.3% |
| 5Y | -20.9% | -68.0% | +47.2% | -12.3% |
| 10Y | +35.8% | -15.5% | +51.4% | +21.5% |
| All | +186.3% | +194.6% | -8.2% | +94.7% |
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