+134.1%
PSA vs APD
+187.0%
-52.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +15.9% | +11.0% | +4.9% | +12.3% |
| 3M | +4.2% | +1.3% | +2.9% | +3.7% |
| 6M | +10.1% | +6.4% | +3.8% | +7.7% |
| YTD | +33.3% | +28.9% | +4.4% | +22.3% |
| 1Y | +28.2% | +23.2% | +5.0% | +19.1% |
| 3Y | +54.9% | +26.3% | +28.5% | +40.1% |
| 5Y | +28.3% | +12.0% | +16.3% | +18.4% |
| 10Y | +134.1% | +183.2% | -49.1% | +63.7% |
| All | +134.1% | +187.0% | -52.9% | +63.7% |
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