+250.9%
PM vs APA
+0.4%
+250.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | -6.6% | -5.5% | -1.1% | -6.2% |
| 30D | -3.4% | -1.2% | -2.3% | -3.4% |
| 3M | +5.3% | +10.6% | -5.2% | +4.3% |
| 6M | +15.5% | +28.4% | -12.9% | +12.8% |
| YTD | +24.3% | +89.7% | -65.5% | +17.0% |
| 1Y | +29.7% | +90.6% | -60.9% | +22.0% |
| 3Y | +144.9% | +36.9% | +108.0% | +133.4% |
| 5Y | +159.0% | +83.2% | +75.8% | +134.7% |
| 10Y | +250.9% | -0.1% | +251.0% | +182.0% |
| All | +250.9% | +0.4% | +250.6% | +182.0% |
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