+101.4%
APA vs PSLV
+49.9%
+51.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.5% |
| 7D | +4.6% | -3.5% | +8.0% | +4.4% |
| 30D | +11.9% | -2.1% | +14.1% | +11.8% |
| 3M | +22.5% | -1.6% | +24.1% | +22.6% |
| 6M | +37.5% | -25.5% | +63.0% | +38.2% |
| YTD | +87.2% | -11.4% | +98.6% | +82.5% |
| 1Y | +101.4% | +48.6% | +52.9% | +77.1% |
| All | +101.4% | +49.9% | +51.6% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling