-4.4%
APO vs PR
+87.5%
-91.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -6.5% | +14.7% | +7.2% |
| 7D | +8.2% | -12.1% | +20.3% | +6.6% |
| 30D | +6.4% | +0.9% | +5.5% | +6.2% |
| 3M | -7.4% | +10.1% | -17.6% | -6.9% |
| 6M | -4.2% | +1.1% | -5.3% | -3.0% |
| YTD | -14.1% | +63.7% | -77.8% | -17.1% |
| 1Y | -4.4% | +87.0% | -91.4% | -6.7% |
| All | -4.4% | +87.5% | -91.9% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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