+272.5%
PM vs APA
+8.7%
+263.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.0% |
| 7D | +0.5% | +8.5% | -8.0% | -0.1% |
| 30D | -3.2% | +2.8% | -6.0% | -3.5% |
| 3M | +6.2% | +21.7% | -15.5% | +4.4% |
| 6M | +7.7% | +32.6% | -24.9% | +4.9% |
| YTD | +27.3% | +103.7% | -76.4% | +19.2% |
| 1Y | +32.8% | +101.8% | -69.0% | +24.3% |
| 3Y | +150.0% | +48.1% | +102.0% | +136.7% |
| 5Y | +164.2% | +91.9% | +72.3% | +138.7% |
| All | +272.5% | +8.7% | +263.8% | +198.3% |
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