+104.9%
PSX vs APD
+5.6%
+99.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +2.8% | -2.5% | +5.3% | +3.2% |
| 30D | +27.8% | -1.9% | +29.6% | +28.1% |
| 3M | +42.0% | +8.2% | +33.8% | +40.6% |
| 6M | +58.1% | +10.7% | +47.4% | +55.8% |
| YTD | +105.0% | +22.9% | +82.1% | +98.9% |
| 1Y | +104.9% | +5.8% | +99.1% | +88.4% |
| All | +104.9% | +5.6% | +99.3% | +88.4% |
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