-38.7%
APA vs PSLV
+120.6%
-159.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.5% | +2.4% |
| 7D | +0.3% | +3.3% | -3.0% | -0.5% |
| 30D | +9.3% | +2.1% | +7.2% | +8.6% |
| 3M | +23.3% | +7.1% | +16.2% | +20.5% |
| 6M | +39.5% | -21.6% | +61.1% | +44.4% |
| YTD | +87.6% | -6.7% | +94.3% | +77.4% |
| 1Y | +114.2% | +59.3% | +55.0% | +69.9% |
| 3Y | +13.6% | +182.1% | -168.5% | -25.6% |
| 5Y | +175.6% | +162.6% | +13.0% | +82.5% |
| 10Y | -2.6% | +203.0% | -205.7% | -40.2% |
| All | -38.7% | +120.6% | -159.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling