+198.6%
PM vs APA
-0.7%
+199.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.1% |
| 7D | -1.3% | -1.7% | +0.4% | -1.2% |
| 30D | -2.6% | +15.7% | -18.3% | -3.8% |
| 3M | +5.8% | +16.5% | -10.7% | +4.3% |
| 6M | +10.6% | +35.1% | -24.5% | +7.4% |
| YTD | +17.2% | +82.2% | -65.1% | +10.9% |
| 1Y | +17.6% | +102.5% | -84.8% | +10.0% |
| 3Y | +124.3% | +10.3% | +113.9% | +118.1% |
| 5Y | +125.1% | +166.1% | -41.0% | +96.3% |
| 10Y | +198.6% | -4.9% | +203.5% | +138.6% |
| All | +198.6% | -0.7% | +199.3% | +138.6% |
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