+107.3%
PR vs APD
+164.4%
-57.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +2.9% | -2.2% | +5.1% | +3.8% |
| 30D | +18.0% | +2.1% | +15.9% | +17.0% |
| 3M | +16.9% | +7.2% | +9.7% | +13.0% |
| 6M | +28.2% | +11.2% | +17.0% | +22.1% |
| YTD | +69.3% | +24.4% | +44.9% | +53.6% |
| 1Y | +69.5% | +6.7% | +62.8% | +62.9% |
| 3Y | +81.7% | +9.2% | +72.4% | +70.2% |
| 5Y | +422.2% | +27.4% | +394.9% | +360.5% |
| All | +107.3% | +164.4% | -57.1% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling