+86.2%
PSX vs APD
+22.2%
+63.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -7.8% | -0.2% | -7.6% | -7.7% |
| 30D | -9.9% | +11.0% | -20.9% | -11.3% |
| 3M | +16.9% | +1.3% | +15.6% | +16.7% |
| 6M | +48.0% | +6.4% | +41.6% | +47.5% |
| YTD | +98.3% | +28.9% | +69.4% | +87.8% |
| 1Y | +86.2% | +23.2% | +62.9% | +77.0% |
| All | +86.2% | +22.2% | +63.9% | +77.0% |
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 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