+386.6%
PSX vs APA
-1.1%
+387.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | -0.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +21.6% | +9.3% | +12.3% | +17.5% |
| 3M | +46.5% | +23.3% | +23.1% | +34.6% |
| 6M | +62.0% | +39.5% | +22.5% | +41.4% |
| YTD | +106.3% | +87.6% | +18.7% | +60.4% |
| 1Y | +103.0% | +114.2% | -11.3% | +48.8% |
| 3Y | +135.5% | +13.6% | +122.0% | +110.0% |
| 5Y | +368.5% | +175.6% | +192.9% | +195.7% |
| 10Y | +386.6% | -2.6% | +389.2% | +202.2% |
| All | +386.6% | -1.1% | +387.7% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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