+69.7%
APA vs PR
+225.6%
-156.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | +1.6% |
| 7D | -15.6% | -16.5% | +1.0% | -2.4% |
| 30D | -0.9% | -4.5% | +3.6% | +3.0% |
| 3M | +26.1% | +8.5% | +17.5% | +18.7% |
| 6M | +6.1% | -3.3% | +9.4% | +9.9% |
| YTD | +82.8% | +55.7% | +27.1% | +32.5% |
| 1Y | +106.5% | +82.0% | +24.4% | +33.0% |
| 3Y | +21.9% | +62.5% | -40.6% | -13.8% |
| 5Y | +69.7% | +223.9% | -154.3% | -31.7% |
| All | +69.7% | +225.6% | -156.0% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling