+345.0%
PSX vs APD
+27.6%
+317.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | +4.5% | -2.2% | +6.8% | +5.2% |
| 30D | +26.6% | +2.1% | +24.5% | +25.8% |
| 3M | +39.3% | +7.2% | +32.1% | +36.2% |
| 6M | +56.8% | +11.2% | +45.6% | +51.5% |
| YTD | +101.8% | +24.4% | +77.4% | +88.2% |
| 1Y | +99.6% | +6.7% | +92.9% | +94.3% |
| 3Y | +140.3% | +9.2% | +131.1% | +131.9% |
| All | +345.0% | +27.6% | +317.4% | +273.3% |
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