+1,046.0%
APH vs PBR
+686.8%
+359.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -3.0% | +17.5% | -20.5% | -5.8% |
| 3M | +5.7% | +20.9% | -15.1% | +2.0% |
| 6M | +20.0% | +20.2% | -0.3% | +15.2% |
| YTD | +20.8% | +84.3% | -63.5% | +7.0% |
| 1Y | +40.2% | +77.1% | -36.9% | +25.0% |
| 3Y | +288.1% | +100.8% | +187.3% | +232.7% |
| 5Y | +352.5% | +556.1% | -203.6% | +194.7% |
| All | +1,046.0% | +686.8% | +359.2% | +563.6% |
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