+11.3%
APH vs PH
+16.8%
-5.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.4% |
| 7D | +0.4% | +6.9% | -6.5% | -4.5% |
| 30D | -8.0% | +1.7% | -9.7% | -9.1% |
| 3M | -5.0% | -8.1% | +3.1% | +0.4% |
| 6M | +29.9% | +11.5% | +18.4% | +18.4% |
| YTD | +18.0% | +11.4% | +6.6% | +4.8% |
| 1Y | +11.3% | +14.1% | -2.8% | -1.9% |
| All | +11.3% | +16.8% | -5.5% | -1.9% |
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