+250.9%
PM vs APO
+890.3%
-639.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -6.6% | +8.1% | -14.7% | -7.8% |
| 30D | -3.4% | +3.4% | -6.9% | -4.1% |
| 3M | +5.3% | -6.6% | +12.0% | +6.2% |
| 6M | +15.5% | -7.1% | +22.6% | +16.2% |
| YTD | +24.3% | -14.1% | +38.4% | +26.0% |
| 1Y | +29.7% | -4.7% | +34.4% | +29.1% |
| 3Y | +144.9% | +51.3% | +93.6% | +114.5% |
| 5Y | +159.0% | +82.7% | +76.3% | +112.1% |
| 10Y | +250.9% | +845.7% | -594.8% | +112.7% |
| All | +250.9% | +890.3% | -639.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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