+29.7%
PM vs APD
+23.0%
+6.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -6.6% | -0.2% | -6.4% | -6.5% |
| 30D | -3.4% | +11.0% | -14.5% | -4.7% |
| 3M | +5.3% | +2.0% | +3.3% | +5.1% |
| 6M | +15.5% | +7.1% | +8.5% | +15.0% |
| YTD | +24.3% | +29.8% | -5.5% | +21.3% |
| 1Y | +29.7% | +24.0% | +5.7% | +26.3% |
| All | +29.7% | +23.0% | +6.7% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling