+1,269.9%
PAAS vs APD
+2,415.9%
-1,146.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | +6.8% | +2.1% | +4.7% | +6.1% |
| 3M | -2.9% | +7.2% | -10.1% | -5.1% |
| 6M | -16.4% | +11.2% | -27.7% | -19.4% |
| YTD | 0.0% | +24.4% | -24.4% | -7.2% |
| 1Y | +54.3% | +6.7% | +47.7% | +49.4% |
| 3Y | +230.7% | +9.2% | +221.4% | +213.4% |
| 5Y | +111.6% | +27.4% | +84.3% | +90.4% |
| 10Y | +211.7% | +164.8% | +46.9% | +121.7% |
| All | +1,269.9% | +2,415.9% | -1,146.0% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling