+188.9%
PAAS vs APD
+185.9%
+3.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +8.4% | -3.7% | +12.1% | +9.8% |
| 30D | -7.2% | +9.6% | -16.8% | -10.0% |
| 3M | -14.0% | +1.6% | -15.7% | -14.6% |
| 6M | -26.8% | +2.2% | -28.9% | -27.5% |
| YTD | -19.8% | +25.9% | -45.7% | -26.6% |
| 1Y | +22.8% | +20.1% | +2.7% | +14.1% |
| 3Y | +183.6% | +12.4% | +171.2% | +163.9% |
| 5Y | +73.8% | +11.1% | +62.7% | +60.5% |
| All | +188.9% | +185.9% | +3.0% | +134.0% |
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