+99.9%
PBR vs APD
+10.0%
+89.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +2.5% | -2.5% | +5.0% | +2.9% |
| 30D | +19.4% | -1.9% | +21.3% | +19.7% |
| 3M | +20.8% | +8.2% | +12.6% | +18.6% |
| 6M | +23.5% | +10.7% | +12.7% | +20.8% |
| YTD | +83.4% | +22.9% | +60.5% | +75.4% |
| 1Y | +77.6% | +5.8% | +71.8% | +75.3% |
| 3Y | +99.9% | +7.8% | +92.1% | +95.3% |
| All | +99.9% | +10.0% | +89.9% | +95.3% |
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