+214.0%
PAAS vs APD
+27.2%
+186.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.9% |
| 7D | +4.2% | -0.2% | +4.4% | +4.3% |
| 30D | -13.8% | +11.0% | -24.8% | -16.3% |
| 3M | -22.7% | +1.3% | -24.0% | -23.1% |
| 6M | -32.1% | +6.4% | -38.5% | -33.3% |
| YTD | -22.3% | +28.9% | -51.2% | -28.4% |
| 1Y | +7.7% | +23.2% | -15.6% | +0.7% |
| 3Y | +214.0% | +26.3% | +187.7% | +187.6% |
| All | +214.0% | +27.2% | +186.8% | +187.6% |
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