0.0%
PG vs APD
+5.8%
-5.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | -1.5% | -5.1% | +3.5% | -0.8% |
| 3M | -3.4% | +6.9% | -10.2% | -4.4% |
| 6M | -7.0% | +8.1% | -15.1% | -8.2% |
| YTD | +2.0% | +21.2% | -19.3% | -1.5% |
| 1Y | -6.5% | +4.9% | -11.3% | -7.5% |
| All | 0.0% | +5.8% | -5.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling