+1,382.4%
PBR vs APD
+1,715.1%
-332.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -3.2% |
| 7D | -9.1% | -1.2% | -8.0% | -8.4% |
| 30D | -29.9% | +11.0% | -40.9% | -35.2% |
| 3M | +2.3% | +2.6% | -0.3% | 0.0% |
| 6M | -10.9% | +4.8% | -15.8% | -15.3% |
| YTD | +56.9% | +31.0% | +25.9% | +25.1% |
| 1Y | +38.0% | +23.4% | +14.6% | +13.9% |
| 3Y | +64.8% | +28.4% | +36.4% | +22.6% |
| 5Y | +447.1% | +15.2% | +431.9% | +313.4% |
| 10Y | +545.8% | +190.7% | +355.1% | +120.2% |
| All | +1,382.4% | +1,715.1% | -332.6% | +97.2% |
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