+345.8%
PSX vs APD
+192.6%
+153.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +0.9% | +2.0% |
| 7D | -8.0% | -1.6% | -6.4% | -7.3% |
| 30D | -9.0% | +10.6% | -19.6% | -13.3% |
| 3M | +24.7% | +2.5% | +22.2% | +23.1% |
| 6M | +49.3% | +6.0% | +43.4% | +44.1% |
| YTD | +100.2% | +28.4% | +71.7% | +74.8% |
| 1Y | +88.8% | +22.2% | +66.7% | +68.4% |
| 3Y | +152.5% | +26.6% | +125.9% | +114.4% |
| 5Y | +283.2% | +11.8% | +271.4% | +237.8% |
| 10Y | +345.8% | +187.8% | +158.0% | +116.9% |
| All | +345.8% | +192.6% | +153.3% | +116.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling