+183.6%
PAAS vs APD
+11.7%
+172.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +8.4% | -3.7% | +12.1% | +9.4% |
| 30D | -7.2% | +9.6% | -16.8% | -9.4% |
| 3M | -14.0% | +1.6% | -15.7% | -14.5% |
| 6M | -26.8% | +2.2% | -28.9% | -27.3% |
| YTD | -19.8% | +25.9% | -45.7% | -25.1% |
| 1Y | +22.8% | +20.1% | +2.7% | +16.3% |
| 3Y | +183.6% | +12.4% | +171.2% | +162.1% |
| All | +183.6% | +11.7% | +172.0% | +162.1% |
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 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