-26.3%
APH vs PCG
-6.6%
-19.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.8% | -55.6% | -45.7% |
| 7D | -48.7% | -20.3% | -28.4% | -46.7% |
| 30D | -51.9% | -16.9% | -35.1% | -49.9% |
| 3M | -43.6% | -14.7% | -28.8% | -41.1% |
| 6M | -37.5% | -23.8% | -13.7% | -35.4% |
| YTD | -38.6% | -10.5% | -28.1% | -34.9% |
| 1Y | -26.3% | -5.1% | -21.2% | -22.6% |
| All | -26.3% | -6.6% | -19.7% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling