+517.7%
PM vs APO
+1,518.9%
-1,001.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | +0.8% | -6.0% | -5.4% |
| 30D | +2.7% | +1.0% | +1.7% | +2.5% |
| 3M | +6.1% | -8.4% | +14.5% | +7.3% |
| 6M | +18.0% | -9.1% | +27.1% | +19.1% |
| YTD | +26.6% | -18.3% | +44.9% | +29.3% |
| 1Y | +36.7% | -8.0% | +44.7% | +36.8% |
| 3Y | +146.0% | +47.1% | +99.0% | +119.8% |
| 5Y | +164.1% | +67.2% | +96.9% | +125.1% |
| 10Y | +238.8% | +871.8% | -633.0% | +108.8% |
| All | +517.7% | +1,518.9% | -1,001.2% | +236.5% |
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