+24.3%
APD vs PSLV
+148.4%
-124.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.1% |
| 7D | -3.5% | -4.9% | +1.4% | -3.1% |
| 30D | -5.1% | -1.9% | -3.2% | -5.0% |
| 3M | +6.9% | +4.2% | +2.7% | +6.2% |
| 6M | +8.1% | -27.6% | +35.7% | +10.6% |
| YTD | +21.2% | -11.7% | +32.9% | +16.3% |
| 1Y | +4.9% | +49.3% | -44.5% | -9.7% |
| 3Y | +6.3% | +167.1% | -160.8% | -22.0% |
| 5Y | +24.3% | +151.7% | -127.4% | -13.2% |
| All | +24.3% | +148.4% | -124.1% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling