+96.9%
PSX vs APD
+36.4%
+60.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.8% |
| 7D | -5.2% | +3.8% | -9.0% | -5.7% |
| 30D | -3.7% | +14.1% | -17.8% | -5.7% |
| 3M | +26.8% | +8.2% | +18.6% | +25.3% |
| 6M | +47.3% | +7.5% | +39.8% | +46.5% |
| YTD | +105.4% | +31.7% | +73.8% | +94.5% |
| 1Y | +96.9% | +35.1% | +61.8% | +83.2% |
| All | +96.9% | +36.4% | +60.6% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling