+310.3%
APH vs PH
+208.5%
+101.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.2% | +4.0% | +5.5% |
| 7D | +1.1% | +3.0% | -2.0% | -0.5% |
| 30D | -7.5% | -0.6% | -6.9% | -6.8% |
| 3M | -4.4% | -10.7% | +6.3% | +2.8% |
| 6M | +26.5% | +9.1% | +17.4% | +19.7% |
| YTD | +20.0% | +9.5% | +10.5% | +13.3% |
| 1Y | +16.9% | +14.0% | +2.8% | +7.6% |
| 3Y | +288.5% | +138.9% | +149.6% | +124.3% |
| 5Y | +310.3% | +209.1% | +101.1% | +90.3% |
| All | +310.3% | +208.5% | +101.8% | +90.3% |
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