+268.0%
APH vs PCG
+14.4%
+253.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.1% | -9.0% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -19.2% | +5.8% | -25.0% | -20.1% |
| 3M | -16.7% | -22.8% | +6.1% | -12.7% |
| 6M | +5.1% | -18.4% | +23.6% | +8.2% |
| YTD | +6.6% | -16.9% | +23.4% | +8.7% |
| 1Y | +3.9% | -17.6% | +21.5% | +6.2% |
| 3Y | +246.0% | -20.0% | +266.0% | +248.7% |
| 5Y | +268.0% | +16.0% | +252.0% | +217.2% |
| All | +268.0% | +14.4% | +253.6% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling