+79.3%
PR vs APD
+9.1%
+70.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.9% | -2.2% | +5.1% | +3.7% |
| 30D | +18.0% | +2.1% | +15.9% | +17.1% |
| 3M | +16.9% | +7.2% | +9.7% | +13.6% |
| 6M | +28.2% | +11.2% | +17.0% | +22.9% |
| YTD | +69.3% | +24.4% | +44.9% | +55.2% |
| 1Y | +69.5% | +6.7% | +62.8% | +63.9% |
| All | +79.3% | +9.1% | +70.2% | +70.9% |
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