+116.1%
PG vs APA
-2.4%
+118.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +4.6% | -5.4% | -0.9% |
| 30D | +0.8% | +11.9% | -11.1% | +0.5% |
| 3M | -1.3% | +22.5% | -23.8% | -2.0% |
| 6M | -3.8% | +37.5% | -41.4% | -5.0% |
| YTD | +3.6% | +87.2% | -83.5% | +1.2% |
| 1Y | -5.7% | +101.4% | -107.2% | -8.3% |
| 3Y | +1.6% | +16.9% | -15.3% | +0.2% |
| 5Y | +14.6% | +178.4% | -163.8% | +7.6% |
| All | +116.1% | -2.4% | +118.5% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling