+7.7%
PAAS vs APD
+22.2%
-14.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +4.2% | -0.2% | +4.4% | +4.2% |
| 30D | -13.8% | +11.0% | -24.8% | -14.3% |
| 3M | -22.7% | +1.3% | -24.0% | -23.1% |
| 6M | -32.1% | +6.4% | -38.5% | -32.4% |
| YTD | -22.3% | +28.9% | -51.2% | -20.8% |
| 1Y | +7.7% | +23.2% | -15.6% | +11.1% |
| All | +7.7% | +22.2% | -14.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling