+370.5%
APH vs PCOR
-10.3%
+380.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | -5.9% | +22.7% | -28.7% | -9.8% |
| 30D | -14.8% | +37.5% | -52.3% | -20.1% |
| 3M | -12.4% | +35.2% | -47.6% | -18.2% |
| 6M | +8.1% | +42.2% | -34.2% | -0.8% |
| YTD | +10.9% | +3.6% | +7.4% | +8.0% |
| 1Y | +8.8% | -4.8% | +13.5% | +8.2% |
| 3Y | +262.1% | +48.3% | +213.7% | +214.8% |
| 5Y | +283.1% | -20.1% | +303.2% | +243.7% |
| All | +370.5% | -10.3% | +380.8% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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