+106.0%
PSA vs APD
+165.1%
-59.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | -8.2% | -1.9% | -6.3% | -7.7% |
| 3M | -2.1% | +8.2% | -10.4% | -4.8% |
| 6M | -0.2% | +10.7% | -11.0% | -3.8% |
| YTD | +18.5% | +22.9% | -4.4% | +10.3% |
| 1Y | +6.6% | +5.8% | +0.8% | +3.7% |
| 3Y | +24.5% | +7.8% | +16.7% | +18.1% |
| 5Y | +13.6% | +26.1% | -12.5% | +0.8% |
| All | +106.0% | +165.1% | -59.1% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling