+285.2%
APH vs PH
+203.8%
+81.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.9% | +4.3% | +0.5% | +2.2% |
| 30D | -5.4% | +0.1% | -5.5% | -5.2% |
| 3M | -5.5% | -9.4% | +3.9% | +0.7% |
| 6M | +25.9% | +8.8% | +17.2% | +19.3% |
| YTD | +16.4% | +9.6% | +6.7% | +9.7% |
| 1Y | +16.5% | +14.4% | +2.0% | +7.0% |
| 3Y | +270.9% | +134.5% | +136.3% | +116.1% |
| All | +285.2% | +203.8% | +81.4% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling