+952.6%
APH vs PBR
+547.8%
+404.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -5.0% | -13.3% | +8.2% | -2.6% |
| 30D | -8.4% | -27.7% | +19.4% | -3.4% |
| 3M | -4.5% | +2.7% | -7.2% | -5.7% |
| 6M | +25.3% | -6.7% | +32.0% | +25.5% |
| YTD | +18.9% | +60.9% | -42.0% | +7.2% |
| 1Y | +11.9% | +46.6% | -34.7% | +2.5% |
| 3Y | +278.0% | +69.1% | +208.9% | +232.2% |
| 5Y | +306.4% | +469.6% | -163.2% | +170.0% |
| All | +952.6% | +547.8% | +404.8% | +527.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 10y: compounded portfolio wealth divided by compounded PBR 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…
10y analysis · Full analysis span regression · 6 months rolling