+556.1%
PBR vs APD
+25.2%
+530.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.3% | -4.6% | +4.9% | +1.4% |
| 30D | +17.5% | -4.2% | +21.7% | +18.6% |
| 3M | +20.9% | +5.0% | +15.9% | +19.2% |
| 6M | +20.2% | +8.9% | +11.3% | +17.5% |
| YTD | +84.3% | +21.9% | +62.4% | +75.0% |
| 1Y | +77.1% | +5.6% | +71.5% | +73.9% |
| 3Y | +100.8% | +6.9% | +93.9% | +94.8% |
| 5Y | +556.1% | +25.3% | +530.8% | +444.8% |
| All | +556.1% | +25.2% | +530.9% | +444.8% |
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