+196.2%
PAAS vs APD
+191.9%
+4.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -8.9% | +3.8% | -12.7% | -10.0% |
| 30D | -11.4% | +8.2% | -19.6% | -13.7% |
| 3M | -20.4% | +4.3% | -24.7% | -21.6% |
| 6M | -40.7% | +4.7% | -45.4% | -41.7% |
| YTD | -26.9% | +31.5% | -58.5% | -34.1% |
| 1Y | -3.1% | +23.5% | -26.6% | -10.8% |
| 3Y | +199.3% | +29.1% | +170.1% | +166.4% |
| 5Y | +48.3% | +15.9% | +32.4% | +35.1% |
| All | +196.2% | +191.9% | +4.3% | +142.0% |
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