+169.5%
PR vs APD
+188.5%
-19.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 6M | +28.2% | +11.2% | +17.0% | +22.2% |
| YTD | +69.3% | +24.4% | +44.9% | +53.8% |
| 1Y | +69.5% | +6.7% | +62.8% | +63.0% |
| 3Y | +81.7% | +9.2% | +72.4% | +70.3% |
| 5Y | +422.2% | +27.4% | +394.9% | +361.7% |
| 10Y | +110.4% | +164.8% | -54.5% | +84.0% |
| All | +169.5% | +188.5% | -19.0% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling