+4,006.0%
PG vs APD
+6,115.6%
-2,109.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | +1.9% | -2.2% | +4.1% | +2.5% |
| 30D | -0.2% | +2.1% | -2.3% | -0.8% |
| 3M | +4.8% | +7.2% | -2.4% | +2.6% |
| 6M | -6.1% | +11.2% | -17.3% | -9.2% |
| YTD | +4.5% | +24.4% | -19.9% | -2.2% |
| 1Y | -5.3% | +6.7% | -12.0% | -7.8% |
| 3Y | +2.6% | +9.2% | -6.7% | -2.7% |
| 5Y | +15.6% | +27.4% | -11.8% | +3.8% |
| 10Y | +118.0% | +164.8% | -46.8% | +57.4% |
| All | +4,006.0% | +6,115.6% | -2,109.6% | +849.3% |
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