+1,112.1%
PSX vs APD
+432.1%
+680.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.7% |
| 7D | +4.5% | -2.2% | +6.8% | +5.7% |
| 30D | +26.6% | +2.1% | +24.5% | +25.2% |
| 3M | +39.3% | +7.2% | +32.1% | +33.5% |
| 6M | +56.8% | +11.2% | +45.6% | +47.2% |
| YTD | +101.8% | +24.4% | +77.4% | +78.2% |
| 1Y | +99.6% | +6.7% | +92.9% | +89.3% |
| 3Y | +140.3% | +9.2% | +131.1% | +118.1% |
| 5Y | +339.3% | +27.4% | +312.0% | +250.0% |
| 10Y | +369.9% | +164.8% | +205.0% | +132.8% |
| All | +1,112.1% | +432.1% | +680.0% | +251.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling