+267.6%
PM vs APA
+4.9%
+262.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.8% |
| 7D | -7.1% | +5.1% | -12.1% | -7.4% |
| 30D | -2.8% | +0.3% | -3.1% | -2.9% |
| 3M | +6.3% | +15.6% | -9.3% | +4.9% |
| 6M | +9.6% | +28.9% | -19.3% | +7.1% |
| YTD | +25.6% | +96.6% | -71.0% | +18.0% |
| 1Y | +29.7% | +95.5% | -65.9% | +21.7% |
| 3Y | +147.6% | +41.8% | +105.7% | +135.2% |
| 5Y | +160.1% | +85.4% | +74.7% | +135.6% |
| All | +267.6% | +4.9% | +262.7% | +195.2% |
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