+69.1%
PBR vs APD
+27.2%
+41.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -13.3% | -0.2% | -13.1% | -13.3% |
| 30D | -27.7% | +11.0% | -38.8% | -29.2% |
| 3M | +2.7% | +1.3% | +1.3% | +2.3% |
| 6M | -6.7% | +6.4% | -13.1% | -8.1% |
| YTD | +60.9% | +28.9% | +32.0% | +52.6% |
| 1Y | +46.6% | +23.2% | +23.4% | +40.1% |
| 3Y | +69.1% | +26.3% | +42.7% | +61.9% |
| All | +69.1% | +27.2% | +41.9% | +61.9% |
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