+363.8%
PSX vs APO
+134.3%
+229.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +27.8% | +3.9% | +23.9% | +26.2% |
| 3M | +42.0% | +3.8% | +38.3% | +39.6% |
| 6M | +58.1% | +22.3% | +35.8% | +46.6% |
| YTD | +105.0% | -7.8% | +112.8% | +107.2% |
| 1Y | +104.9% | -0.3% | +105.2% | +100.4% |
| 3Y | +134.1% | +57.1% | +76.9% | +93.5% |
| 5Y | +363.8% | +137.0% | +226.9% | +222.9% |
| All | +363.8% | +134.3% | +229.5% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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