+200.1%
PAAS vs APD
+164.4%
+35.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | +6.8% | +2.1% | +4.7% | +6.0% |
| 3M | -2.9% | +7.2% | -10.1% | -5.3% |
| 6M | -16.4% | +11.2% | -27.7% | -19.7% |
| YTD | 0.0% | +24.4% | -24.4% | -8.2% |
| 1Y | +54.3% | +6.7% | +47.7% | +49.0% |
| 3Y | +230.7% | +9.2% | +221.4% | +210.5% |
| 5Y | +111.6% | +27.4% | +84.3% | +86.4% |
| All | +200.1% | +164.4% | +35.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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