+48.1%
APA vs PBR
+69.2%
-21.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.7% |
| 7D | +8.5% | -1.0% | +9.6% | +9.2% |
| 30D | +2.8% | -29.3% | +32.1% | +28.6% |
| 3M | +21.7% | +5.5% | +16.2% | +12.4% |
| 6M | +32.6% | -2.9% | +35.5% | +30.3% |
| YTD | +103.7% | +61.5% | +42.2% | +38.2% |
| 1Y | +101.8% | +46.9% | +55.0% | +46.4% |
| 3Y | +48.1% | +66.4% | -18.4% | -5.8% |
| All | +48.1% | +69.2% | -21.1% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling