+302.5%
PSX vs APD
+16.4%
+286.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +7.8% | +3.8% | +4.0% | +6.7% |
| 30D | -10.9% | +8.2% | -19.1% | -12.9% |
| 3M | +14.5% | +4.3% | +10.2% | +13.1% |
| 6M | +56.1% | +4.7% | +51.4% | +53.7% |
| YTD | +109.6% | +31.5% | +78.0% | +92.3% |
| 1Y | +95.5% | +23.5% | +72.0% | +82.4% |
| 3Y | +156.2% | +29.1% | +127.1% | +136.1% |
| All | +302.5% | +16.4% | +286.1% | +250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling