+955.2%
APH vs PCG
-76.4%
+1,031.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -5.0% | -0.5% | -4.6% | -5.0% |
| 30D | -8.4% | +0.8% | -9.1% | -8.4% |
| 3M | -4.5% | -22.0% | +17.5% | -2.6% |
| 6M | +25.3% | -17.1% | +42.4% | +26.8% |
| YTD | +18.9% | -16.9% | +35.8% | +20.2% |
| 1Y | +11.9% | -19.1% | +31.0% | +13.4% |
| 3Y | +278.0% | -19.4% | +297.4% | +281.5% |
| 5Y | +306.4% | +9.0% | +297.4% | +298.4% |
| 10Y | +955.2% | -76.2% | +1,031.3% | +963.8% |
| All | +955.2% | -76.4% | +1,031.5% | +963.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling