+285.6%
APH vs PH
+134.7%
+150.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +5.0% | -3.1% | +8.0% | +6.8% |
| 30D | -3.9% | -3.2% | -0.6% | -2.3% |
| 3M | +13.0% | +10.6% | +2.4% | +5.7% |
| 6M | +25.2% | -2.1% | +27.3% | +25.7% |
| YTD | +22.9% | +10.2% | +12.7% | +15.3% |
| 1Y | +47.8% | +28.2% | +19.6% | +26.3% |
| All | +285.6% | +134.7% | +150.9% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling