+117.4%
PM vs APO
+138.1%
-20.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -3.4% | +3.5% | -6.9% | -3.7% |
| 3M | +5.2% | +4.5% | +0.6% | +4.7% |
| 6M | +3.7% | +22.8% | -19.1% | +1.6% |
| YTD | +15.8% | -6.5% | +22.3% | +16.2% |
| 1Y | +17.4% | +0.8% | +16.5% | +16.7% |
| 3Y | +116.9% | +62.0% | +55.0% | +96.2% |
| All | +117.4% | +138.1% | -20.7% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling