+363.8%
PSX vs APA
+156.3%
+207.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | +2.8% | -1.7% | +4.5% | +3.6% |
| 30D | +27.8% | +15.7% | +12.0% | +19.4% |
| 3M | +42.0% | +16.5% | +25.6% | +31.7% |
| 6M | +58.1% | +35.1% | +23.0% | +36.1% |
| YTD | +105.0% | +82.2% | +22.8% | +53.2% |
| 1Y | +104.9% | +102.5% | +2.4% | +44.2% |
| 3Y | +134.1% | +10.3% | +123.8% | +106.6% |
| 5Y | +363.8% | +166.1% | +197.7% | +170.0% |
| All | +363.8% | +156.3% | +207.5% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling