+248.2%
PAAS vs APD
+9.1%
+239.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.3% |
| 30D | +6.8% | +2.1% | +4.7% | +6.1% |
| 3M | -2.9% | +7.2% | -10.1% | -4.7% |
| 6M | -16.4% | +11.2% | -27.7% | -18.9% |
| YTD | 0.0% | +24.4% | -24.4% | -6.6% |
| 1Y | +54.3% | +6.7% | +47.7% | +51.7% |
| All | +248.2% | +9.1% | +239.1% | +231.4% |
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