-26.3%
APH vs PH
+30.5%
-56.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.7% | -46.1% | -46.6% |
| 7D | -48.7% | -4.6% | -44.1% | -46.7% |
| 30D | -51.9% | -3.2% | -48.7% | -50.5% |
| 3M | -43.6% | +10.6% | -54.1% | -46.5% |
| 6M | -37.5% | -2.1% | -35.4% | -36.9% |
| YTD | -38.6% | +10.2% | -48.8% | -40.9% |
| 1Y | -26.3% | +28.2% | -54.6% | -31.0% |
| All | -26.3% | +30.5% | -56.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling