+221.7%
PR vs APD
+11.0%
+210.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | -16.4% | -3.7% | -12.7% | -15.0% |
| 30D | -1.9% | +9.6% | -11.5% | -6.2% |
| 3M | +8.0% | +1.6% | +6.3% | +6.8% |
| 6M | +4.1% | +2.2% | +1.9% | +2.2% |
| YTD | +58.7% | +25.9% | +32.8% | +39.2% |
| 1Y | +75.8% | +20.1% | +55.7% | +57.4% |
| 3Y | +73.2% | +12.4% | +60.8% | +57.6% |
| All | +221.7% | +11.0% | +210.8% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling