0.0%
PG vs APA
+11.9%
-11.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | -1.5% | +9.6% | -11.2% | -1.2% |
| 3M | -3.4% | +18.0% | -21.4% | -2.8% |
| 6M | -7.0% | +41.9% | -48.9% | -6.3% |
| YTD | +2.0% | +86.3% | -84.3% | +2.7% |
| 1Y | -6.5% | +97.9% | -104.3% | -5.7% |
| All | 0.0% | +11.9% | -11.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling