+234.7%
PM vs APD
+192.6%
+42.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.5% | -3.0% |
| 7D | -7.3% | -1.6% | -5.7% | -6.8% |
| 30D | -4.0% | +10.6% | -14.6% | -6.8% |
| 3M | +2.7% | +2.5% | +0.2% | +1.9% |
| 6M | +14.9% | +6.0% | +8.9% | +12.4% |
| YTD | +23.5% | +28.4% | -4.9% | +13.8% |
| 1Y | +30.4% | +22.2% | +8.2% | +21.6% |
| 3Y | +143.2% | +26.6% | +116.7% | +117.7% |
| 5Y | +159.5% | +11.8% | +147.7% | +138.0% |
| 10Y | +234.7% | +187.8% | +46.9% | +126.7% |
| All | +234.7% | +192.6% | +42.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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