+90.9%
APA vs PBR
+459.2%
-368.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | +8.5% | -1.0% | +9.6% | +9.1% |
| 30D | +2.8% | -29.3% | +32.1% | +26.1% |
| 3M | +21.7% | +5.5% | +16.2% | +14.8% |
| 6M | +32.6% | -2.9% | +35.5% | +32.1% |
| YTD | +103.7% | +61.5% | +42.2% | +47.9% |
| 1Y | +101.8% | +46.9% | +55.0% | +55.1% |
| 3Y | +48.1% | +66.4% | -18.4% | +4.7% |
| All | +90.9% | +459.2% | -368.4% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling