-3.7%
APA vs PSLV
+190.6%
-194.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | +4.6% | -3.5% | +8.0% | +5.4% |
| 30D | +11.9% | -2.1% | +14.1% | +12.3% |
| 3M | +22.5% | -1.6% | +24.1% | +22.2% |
| 6M | +37.5% | -25.5% | +63.0% | +45.0% |
| YTD | +87.2% | -11.4% | +98.6% | +74.8% |
| 1Y | +101.4% | +48.6% | +52.9% | +50.0% |
| 3Y | +16.9% | +166.9% | -150.0% | -33.8% |
| 5Y | +178.4% | +152.4% | +26.0% | +58.2% |
| All | -3.7% | +190.6% | -194.3% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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