+916.7%
APO vs PSLV
+190.6%
+726.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -3.5% | -3.5% | -0.1% | -3.0% |
| 30D | -6.6% | -2.1% | -4.4% | -6.3% |
| 3M | -3.3% | -1.6% | -1.6% | -3.3% |
| 6M | +22.6% | -25.5% | +48.1% | +27.2% |
| YTD | -9.8% | -11.4% | +1.6% | -12.4% |
| 1Y | -3.9% | +48.6% | -52.5% | -17.4% |
| 3Y | +52.5% | +166.9% | -114.4% | +13.1% |
| 5Y | +134.0% | +152.4% | -18.4% | +72.6% |
| All | +916.7% | +190.6% | +726.1% | +536.7% |
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