-0.1%
APA vs PR
+65.1%
-65.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -5.5% | -9.5% | +4.0% | -0.5% |
| 30D | -1.2% | -5.7% | +4.5% | +2.1% |
| 3M | +10.6% | +3.0% | +7.6% | +9.3% |
| 6M | +28.4% | +11.8% | +16.6% | +22.5% |
| YTD | +89.7% | +58.5% | +31.3% | +53.1% |
| 1Y | +90.6% | +69.9% | +20.7% | +48.6% |
| 3Y | +36.9% | +84.9% | -48.0% | +5.1% |
| 5Y | +83.2% | +246.4% | -163.2% | +2.9% |
| 10Y | -0.1% | +70.3% | -70.4% | -49.4% |
| All | -0.1% | +65.1% | -65.2% | -49.4% |
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