+502.8%
PM vs APO
+1,594.4%
-1,091.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -3.1% |
| 7D | -7.3% | +2.3% | -9.6% | -7.7% |
| 30D | -4.0% | +3.0% | -7.0% | -4.5% |
| 3M | +2.7% | -3.7% | +6.5% | +3.1% |
| 6M | +14.9% | -7.5% | +22.3% | +15.6% |
| YTD | +23.5% | -14.5% | +38.1% | +25.2% |
| 1Y | +30.4% | -6.2% | +36.5% | +30.1% |
| 3Y | +143.2% | +51.9% | +91.3% | +116.3% |
| 5Y | +159.5% | +76.5% | +83.0% | +119.2% |
| 10Y | +234.7% | +895.2% | -660.6% | +105.4% |
| All | +502.8% | +1,594.4% | -1,091.6% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling