+843.8%
PM vs APA
-44.9%
+888.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | -5.2% | -15.5% | +10.3% | -3.4% |
| 30D | +2.7% | +2.4% | +0.3% | +2.3% |
| 3M | +6.1% | +22.8% | -16.7% | +3.2% |
| 6M | +18.0% | +17.9% | +0.1% | +15.0% |
| YTD | +26.6% | +87.7% | -61.1% | +15.7% |
| 1Y | +36.7% | +94.2% | -57.5% | +24.2% |
| 3Y | +146.0% | +27.2% | +118.8% | +130.1% |
| 5Y | +164.1% | +74.1% | +89.9% | +128.1% |
| 10Y | +238.8% | +2.6% | +236.2% | +172.6% |
| All | +843.8% | -44.9% | +888.7% | +626.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling