+212.2%
PAAS vs APD
+187.5%
+24.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -5.2% | -1.2% | -4.0% | -4.8% |
| 30D | -13.9% | +11.0% | -25.0% | -16.9% |
| 3M | -23.8% | +2.6% | -26.3% | -24.5% |
| 6M | -36.4% | +4.8% | -41.2% | -37.6% |
| YTD | -23.4% | +31.0% | -54.3% | -30.7% |
| 1Y | +5.6% | +23.4% | -17.7% | -2.7% |
| 3Y | +209.7% | +28.4% | +181.3% | +176.2% |
| 5Y | +55.6% | +15.2% | +40.4% | +42.0% |
| 10Y | +212.2% | +190.7% | +21.6% | +153.2% |
| All | +212.2% | +187.5% | +24.7% | +153.2% |
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