+883.4%
APH vs PCG
-77.4%
+960.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.3% |
| 7D | -5.9% | -1.6% | -4.3% | -5.8% |
| 30D | -14.8% | +1.4% | -16.2% | -14.9% |
| 3M | -12.4% | -23.4% | +11.0% | -10.6% |
| 6M | +8.1% | -19.4% | +27.4% | +9.7% |
| YTD | +10.9% | -18.5% | +29.4% | +12.4% |
| 1Y | +8.8% | -19.5% | +28.3% | +10.2% |
| 3Y | +262.1% | -21.0% | +283.1% | +266.1% |
| 5Y | +283.1% | +13.7% | +269.4% | +274.5% |
| All | +883.4% | -77.4% | +960.8% | +906.4% |
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