+125.1%
PM vs APA
+156.3%
-31.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +5.8% | +16.5% | -10.7% | +5.0% |
| 6M | +10.6% | +35.1% | -24.5% | +8.8% |
| YTD | +17.2% | +82.2% | -65.1% | +13.5% |
| 1Y | +17.6% | +102.5% | -84.8% | +13.2% |
| 3Y | +124.3% | +10.3% | +113.9% | +123.9% |
| 5Y | +125.1% | +166.1% | -41.0% | +103.4% |
| All | +125.1% | +156.3% | -31.2% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling