+247.7%
APH vs PCG
-20.0%
+267.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.2% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -19.2% | +5.8% | -25.0% | -19.7% |
| 3M | -16.7% | -22.8% | +6.1% | -14.6% |
| 6M | +5.1% | -18.4% | +23.6% | +6.5% |
| YTD | +6.6% | -16.9% | +23.4% | +7.5% |
| 1Y | +3.9% | -17.6% | +21.5% | +5.1% |
| All | +247.7% | -20.0% | +267.8% | +244.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling