+122.9%
APH vs PCG
+58.3%
+64.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.8% | -55.6% | -48.8% |
| 7D | -48.7% | -20.3% | -28.4% | -46.8% |
| 30D | -51.9% | -16.9% | -35.1% | -50.8% |
| 3M | -43.6% | -14.7% | -28.8% | -42.8% |
| 6M | -37.5% | -23.8% | -13.7% | -34.8% |
| YTD | -38.6% | -10.5% | -28.1% | -38.8% |
| 1Y | -26.3% | -5.1% | -21.2% | -28.1% |
| 3Y | +89.2% | -11.6% | +100.8% | +84.6% |
| All | +122.9% | +58.3% | +64.6% | +80.7% |
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