+117.4%
PM vs APD
+27.6%
+89.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -4.9% | -2.2% | -2.7% | -4.5% |
| 30D | -3.4% | +2.1% | -5.5% | -3.8% |
| 3M | +5.2% | +7.2% | -2.0% | +3.6% |
| 6M | +3.7% | +11.2% | -7.5% | +1.4% |
| YTD | +15.8% | +24.4% | -8.6% | +10.7% |
| 1Y | +17.4% | +6.7% | +10.7% | +15.4% |
| 3Y | +116.9% | +9.2% | +107.7% | +109.1% |
| All | +117.4% | +27.6% | +89.8% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling