+167.3%
APD vs PSLV
+190.6%
-23.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -3.3% | -3.5% | +0.2% | -2.9% |
| 30D | -4.2% | -2.1% | -2.0% | -4.0% |
| 3M | +5.4% | -1.6% | +7.1% | +5.3% |
| 6M | +6.3% | -25.5% | +31.8% | +9.5% |
| YTD | +20.3% | -11.4% | +31.7% | +16.4% |
| 1Y | +1.6% | +48.6% | -47.0% | -12.1% |
| 3Y | +4.0% | +166.9% | -162.9% | -22.1% |
| 5Y | +23.3% | +152.4% | -129.1% | -8.1% |
| All | +167.3% | +190.6% | -23.3% | +77.6% |
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