+14,023.4%
PSA vs APD
+6,115.6%
+7,907.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -3.7% | -2.2% | -1.5% | -3.0% |
| 30D | -7.7% | +2.1% | -9.8% | -8.4% |
| 3M | -0.6% | +7.2% | -7.8% | -3.0% |
| 6M | -0.9% | +11.2% | -12.2% | -4.6% |
| YTD | +18.7% | +24.4% | -5.7% | +10.1% |
| 1Y | +7.6% | +6.7% | +1.0% | +4.3% |
| 3Y | +23.7% | +9.2% | +14.4% | +16.9% |
| 5Y | +13.7% | +27.4% | -13.7% | +1.2% |
| 10Y | +98.9% | +164.8% | -66.0% | +36.1% |
| All | +14,023.4% | +6,115.6% | +7,907.8% | +5,636.4% |
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