+32.8%
PM vs APA
+107.6%
-74.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.5% | +1.2% |
| 7D | +0.5% | +8.5% | -8.0% | +0.5% |
| 30D | -3.2% | +2.8% | -6.0% | -3.3% |
| 3M | +6.2% | +21.7% | -15.5% | +6.2% |
| 6M | +7.7% | +32.6% | -24.9% | +7.7% |
| YTD | +27.3% | +103.7% | -76.4% | +27.0% |
| 1Y | +32.8% | +101.8% | -69.0% | +32.2% |
| All | +32.8% | +107.6% | -74.8% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling