+290.1%
APH vs PBR
+98.1%
+192.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.8% | -1.6% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | -3.3% | +19.4% | -22.7% | -5.1% |
| 3M | +14.0% | +20.8% | -6.8% | +11.9% |
| 6M | +24.4% | +23.5% | +1.0% | +20.8% |
| YTD | +21.4% | +83.4% | -62.0% | +10.5% |
| 1Y | +48.9% | +77.6% | -28.6% | +36.0% |
| 3Y | +290.1% | +99.9% | +190.3% | +246.3% |
| All | +290.1% | +98.1% | +192.0% | +246.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling