+294.9%
APH vs PH
+213.9%
+81.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +0.4% | +6.9% | -6.5% | -3.6% |
| 30D | -8.0% | +1.7% | -9.7% | -8.7% |
| 3M | -5.0% | -8.1% | +3.1% | +0.4% |
| 6M | +29.9% | +11.5% | +18.4% | +21.3% |
| YTD | +18.0% | +11.4% | +6.6% | +10.1% |
| 1Y | +11.3% | +14.1% | -2.8% | +2.5% |
| 3Y | +274.9% | +138.2% | +136.7% | +116.7% |
| All | +294.9% | +213.9% | +81.0% | +82.4% |
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