+15,875.7%
PSA vs APD
+6,318.0%
+9,557.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.4% |
| 7D | +1.5% | -1.6% | +3.0% | +2.0% |
| 30D | +16.7% | +10.6% | +6.1% | +13.1% |
| 3M | +4.0% | +2.5% | +1.5% | +3.1% |
| 6M | +10.9% | +6.0% | +4.9% | +8.4% |
| YTD | +34.2% | +28.4% | +5.8% | +23.3% |
| 1Y | +26.6% | +22.2% | +4.5% | +17.9% |
| 3Y | +54.7% | +26.6% | +28.2% | +40.1% |
| 5Y | +30.0% | +11.8% | +18.3% | +20.7% |
| 10Y | +132.7% | +187.8% | -55.1% | +55.1% |
| All | +15,875.7% | +6,318.0% | +9,557.7% | +6,321.9% |
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