+370.1%
PSX vs APD
+161.1%
+209.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +2.8% | -2.5% | +5.3% | +4.0% |
| 30D | +27.8% | -1.9% | +29.6% | +28.9% |
| 3M | +42.0% | +8.2% | +33.8% | +35.8% |
| 6M | +58.1% | +10.7% | +47.4% | +49.2% |
| YTD | +105.0% | +22.9% | +82.1% | +83.0% |
| 1Y | +104.9% | +5.8% | +99.1% | +95.6% |
| 3Y | +134.1% | +7.8% | +126.3% | +115.4% |
| 5Y | +363.8% | +26.1% | +337.7% | +272.9% |
| 10Y | +370.1% | +163.7% | +206.4% | +139.0% |
| All | +370.1% | +161.1% | +209.0% | +139.0% |
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