+6.9%
APA vs PR
+169.5%
-162.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.4% |
| 7D | +0.5% | +2.9% | -2.4% | -0.9% |
| 30D | +23.4% | +18.0% | +5.4% | +13.6% |
| 3M | +12.7% | +16.9% | -4.2% | +4.5% |
| 6M | +39.4% | +28.2% | +11.2% | +24.4% |
| YTD | +79.0% | +69.3% | +9.6% | +39.3% |
| 1Y | +88.8% | +69.5% | +19.3% | +47.4% |
| 3Y | +6.4% | +81.7% | -75.3% | -18.0% |
| 5Y | +153.0% | +422.2% | -269.3% | +17.9% |
| 10Y | +7.5% | +110.4% | -102.8% | -44.6% |
| All | +6.9% | +169.5% | -162.5% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling