+1,112.1%
PSX vs APA
-37.1%
+1,149.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.4% |
| 7D | +4.5% | +0.5% | +4.0% | +4.3% |
| 30D | +26.6% | +23.4% | +3.2% | +16.7% |
| 3M | +39.3% | +12.7% | +26.6% | +32.3% |
| 6M | +56.8% | +39.4% | +17.4% | +36.9% |
| YTD | +101.8% | +79.0% | +22.9% | +59.8% |
| 1Y | +99.6% | +88.8% | +10.8% | +53.4% |
| 3Y | +140.3% | +6.4% | +134.0% | +119.9% |
| 5Y | +339.3% | +153.0% | +186.4% | +184.9% |
| 10Y | +369.9% | +7.5% | +362.3% | +201.6% |
| All | +1,112.1% | -37.1% | +1,149.2% | +781.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling