+955.2%
APH vs PH
+737.8%
+217.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -5.0% | +2.1% | -7.2% | -5.9% |
| 30D | -8.4% | +0.3% | -8.6% | -8.2% |
| 3M | -4.5% | -8.8% | +4.3% | +0.8% |
| 6M | +25.3% | +10.0% | +15.2% | +18.9% |
| YTD | +18.9% | +10.5% | +8.4% | +12.6% |
| 1Y | +11.9% | +15.5% | -3.6% | +3.5% |
| 3Y | +278.0% | +136.4% | +141.6% | +134.8% |
| 5Y | +306.4% | +213.6% | +92.8% | +112.9% |
| 10Y | +955.2% | +713.9% | +241.3% | +263.3% |
| All | +955.2% | +737.8% | +217.4% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling