+179.6%
PAAS vs APD
+13.4%
+166.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -11.6% | +10.1% | -21.8% | -13.8% |
| 3M | -15.6% | +4.9% | -20.5% | -16.7% |
| 6M | -19.1% | +2.5% | -21.6% | -19.8% |
| YTD | -20.9% | +27.8% | -48.7% | -26.5% |
| 1Y | +21.3% | +32.9% | -11.6% | +11.0% |
| All | +179.6% | +13.4% | +166.2% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling