+1,067.6%
PSX vs APD
+438.4%
+629.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -13.1% | -3.7% | -9.5% | -11.5% |
| 30D | -9.5% | +9.6% | -19.1% | -13.6% |
| 3M | +20.2% | +1.6% | +18.6% | +19.0% |
| 6M | +44.9% | +2.2% | +42.7% | +42.0% |
| YTD | +94.4% | +25.9% | +68.5% | +70.3% |
| 1Y | +83.1% | +20.1% | +62.9% | +63.7% |
| 3Y | +132.2% | +12.4% | +119.8% | +107.4% |
| 5Y | +278.8% | +11.1% | +267.7% | +230.2% |
| 10Y | +354.2% | +190.1% | +164.0% | +113.3% |
| All | +1,067.6% | +438.4% | +629.1% | +236.3% |
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 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