+165.8%
PM vs APD
+11.0%
+154.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -5.2% | -3.7% | -1.6% | -4.5% |
| 30D | +2.7% | +9.6% | -6.9% | +1.0% |
| 3M | +5.2% | +1.6% | +3.6% | +4.9% |
| 6M | +17.0% | +2.2% | +14.8% | +16.4% |
| YTD | +25.5% | +25.9% | -0.4% | +19.9% |
| 1Y | +35.5% | +20.1% | +15.4% | +30.4% |
| 3Y | +143.9% | +12.4% | +131.5% | +133.7% |
| All | +165.8% | +11.0% | +154.9% | +143.3% |
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 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