+469.6%
PBR vs APD
+12.4%
+457.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.4% |
| 3M | +2.7% | +1.3% | +1.3% | +2.2% |
| 6M | -6.7% | +6.4% | -13.1% | -8.3% |
| YTD | +60.9% | +28.9% | +32.0% | +51.1% |
| 1Y | +46.6% | +23.2% | +23.4% | +38.9% |
| 3Y | +69.1% | +26.3% | +42.7% | +57.6% |
| 5Y | +469.6% | +12.0% | +457.6% | +451.6% |
| All | +469.6% | +12.4% | +457.2% | +451.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling