+82.0%
PR vs APD
+31.1%
+50.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -4.3% |
| 7D | -16.5% | -0.7% | -15.8% | -16.4% |
| 30D | -4.5% | +10.1% | -14.7% | -6.3% |
| 3M | +8.5% | +4.9% | +3.7% | +7.4% |
| 6M | -3.3% | +2.5% | -5.8% | -3.5% |
| YTD | +55.7% | +27.8% | +27.9% | +45.6% |
| 1Y | +82.0% | +32.9% | +49.2% | +65.2% |
| All | +82.0% | +31.1% | +50.9% | +65.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling