+338.3%
PSX vs APA
+0.4%
+337.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | -7.8% | -5.5% | -2.3% | -5.8% |
| 30D | -9.9% | -1.2% | -8.7% | -9.6% |
| 3M | +16.9% | +10.6% | +6.4% | +12.2% |
| 6M | +48.0% | +28.4% | +19.5% | +33.5% |
| YTD | +98.3% | +89.7% | +8.6% | +53.1% |
| 1Y | +86.2% | +90.6% | -4.4% | +43.3% |
| 3Y | +144.0% | +36.9% | +107.1% | +103.0% |
| 5Y | +287.7% | +83.2% | +204.5% | +181.6% |
| 10Y | +338.3% | -0.1% | +338.4% | +173.2% |
| All | +338.3% | +0.4% | +337.9% | +173.2% |
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