+154.6%
APH vs PCOR
-30.9%
+185.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -7.5% | -40.3% | -46.1% |
| 7D | -48.7% | -8.9% | -39.8% | -46.9% |
| 30D | -51.9% | +4.2% | -56.1% | -51.7% |
| 3M | -43.6% | +14.4% | -58.0% | -44.6% |
| 6M | -37.5% | +0.2% | -37.7% | -37.6% |
| YTD | -38.6% | -20.3% | -18.4% | -35.7% |
| 1Y | -26.3% | -16.1% | -10.2% | -24.3% |
| 3Y | +89.2% | -14.7% | +103.9% | +87.8% |
| 5Y | +119.8% | -43.2% | +163.0% | +112.2% |
| All | +154.6% | -30.9% | +185.5% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling