+852.8%
PM vs APD
+513.5%
+339.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.6% |
| 7D | -3.4% | -0.7% | -2.6% | -3.1% |
| 30D | +5.8% | +10.1% | -4.3% | +2.5% |
| 3M | +6.7% | +4.9% | +1.8% | +4.9% |
| 6M | +19.9% | +2.5% | +17.4% | +18.4% |
| YTD | +27.8% | +27.8% | 0.0% | +16.8% |
| 1Y | +39.4% | +32.9% | +6.5% | +25.2% |
| 3Y | +146.9% | +13.4% | +133.5% | +127.0% |
| 5Y | +166.6% | +12.8% | +153.8% | +141.3% |
| 10Y | +242.1% | +194.6% | +47.5% | +109.2% |
| All | +852.8% | +513.5% | +339.4% | +280.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling