+1,102.3%
PSX vs APA
-34.2%
+1,136.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -8.0% | -8.7% | +0.7% | -4.8% |
| 30D | -9.0% | -2.4% | -6.6% | -8.3% |
| 3M | +24.7% | +19.0% | +5.8% | +16.4% |
| 6M | +49.3% | +26.8% | +22.5% | +35.4% |
| YTD | +100.2% | +87.3% | +12.8% | +55.4% |
| 1Y | +88.8% | +92.3% | -3.5% | +45.0% |
| 3Y | +152.5% | +37.3% | +115.2% | +110.3% |
| 5Y | +283.2% | +73.2% | +210.0% | +184.0% |
| 10Y | +345.8% | -0.9% | +346.7% | +196.1% |
| All | +1,102.3% | -34.2% | +1,136.4% | +757.7% |
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