+53.5%
PSA vs APD
+11.7%
+41.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +3.9% | -3.7% | +7.6% | +4.8% |
| 30D | +19.7% | +9.6% | +10.1% | +17.2% |
| 3M | +4.3% | +1.6% | +2.6% | +3.8% |
| 6M | +11.4% | +2.2% | +9.2% | +10.7% |
| YTD | +33.9% | +25.9% | +8.1% | +25.8% |
| 1Y | +28.3% | +20.1% | +8.1% | +21.7% |
| 3Y | +53.5% | +12.4% | +41.1% | +44.0% |
| All | +53.5% | +11.7% | +41.8% | +44.0% |
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