+132.2%
PSX vs APD
+11.7%
+120.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -13.1% | -3.7% | -9.5% | -12.3% |
| 30D | -9.5% | +9.6% | -19.1% | -11.7% |
| 3M | +20.2% | +1.6% | +18.6% | +19.6% |
| 6M | +44.9% | +2.2% | +42.7% | +43.8% |
| YTD | +94.4% | +25.9% | +68.5% | +81.2% |
| 1Y | +83.1% | +20.1% | +62.9% | +72.6% |
| 3Y | +132.2% | +12.4% | +119.8% | +127.9% |
| All | +132.2% | +11.7% | +120.5% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling