+0.3%
APA vs PR
+66.0%
-65.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.6% |
| 7D | -15.5% | -16.4% | +0.9% | -7.1% |
| 30D | +2.4% | -1.9% | +4.3% | +3.7% |
| 3M | +22.8% | +8.0% | +14.8% | +18.7% |
| 6M | +17.9% | +4.1% | +13.8% | +16.7% |
| YTD | +87.7% | +58.7% | +29.0% | +51.4% |
| 1Y | +94.2% | +75.8% | +18.4% | +48.8% |
| 3Y | +27.2% | +73.2% | -45.9% | +0.8% |
| 5Y | +74.1% | +230.1% | -156.0% | -0.1% |
| All | +0.3% | +66.0% | -65.7% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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