+69.9%
PR vs APD
+13.4%
+56.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -1.9% | -3.9% |
| 7D | -16.5% | -0.7% | -15.8% | -16.3% |
| 30D | -4.5% | +10.1% | -14.7% | -7.5% |
| 3M | +8.5% | +4.9% | +3.7% | +6.7% |
| 6M | -3.3% | +2.5% | -5.8% | -4.4% |
| YTD | +55.7% | +27.8% | +27.9% | +41.3% |
| 1Y | +82.0% | +32.9% | +49.2% | +62.1% |
| All | +69.9% | +13.4% | +56.5% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling