-3.7%
APA vs PBR
+697.0%
-700.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.0% |
| 7D | +4.6% | +5.4% | -0.8% | +0.9% |
| 30D | +11.9% | +22.9% | -11.0% | -2.6% |
| 3M | +22.5% | +19.6% | +2.8% | +8.7% |
| 6M | +37.5% | +16.5% | +21.1% | +24.5% |
| YTD | +87.2% | +86.7% | +0.5% | +23.6% |
| 1Y | +101.4% | +74.7% | +26.7% | +38.5% |
| 3Y | +16.9% | +102.6% | -85.7% | -27.9% |
| 5Y | +178.4% | +566.6% | -388.1% | -28.7% |
| All | -3.7% | +697.0% | -700.6% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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