+234.7%
PM vs APA
+0.9%
+233.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -7.3% | -8.7% | +1.5% | -6.6% |
| 30D | -4.0% | -2.4% | -1.6% | -3.9% |
| 3M | +2.7% | +19.0% | -16.2% | +1.1% |
| 6M | +14.9% | +26.8% | -11.9% | +12.3% |
| YTD | +23.5% | +87.3% | -63.8% | +16.5% |
| 1Y | +30.4% | +92.3% | -61.9% | +22.5% |
| 3Y | +143.2% | +37.3% | +106.0% | +131.7% |
| 5Y | +159.5% | +73.2% | +86.3% | +136.4% |
| 10Y | +234.7% | -0.9% | +235.5% | +168.3% |
| All | +234.7% | +0.9% | +233.8% | +168.3% |
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