+398.4%
APH vs PCOR
-10.0%
+408.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +19.7% | -25.8% | -9.6% |
| 7D | -2.4% | +21.8% | -24.2% | -6.3% |
| 30D | -9.5% | +39.5% | -49.0% | -15.3% |
| 3M | -7.6% | +35.2% | -42.9% | -13.7% |
| 6M | +12.4% | +21.7% | -9.3% | +6.7% |
| YTD | +17.5% | +3.9% | +13.6% | +14.3% |
| 1Y | +16.4% | +6.9% | +9.5% | +12.2% |
| 3Y | +281.6% | +44.8% | +236.8% | +233.6% |
| 5Y | +317.7% | -21.9% | +339.7% | +275.5% |
| All | +398.4% | -10.0% | +408.4% | +351.4% |
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 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