+268.0%
APH vs PH
+187.9%
+80.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.0% | -7.4% | -8.1% |
| 7D | -12.7% | -3.9% | -8.8% | -10.3% |
| 30D | -19.2% | -9.4% | -9.8% | -13.8% |
| 3M | -16.7% | -10.3% | -6.4% | -10.9% |
| 6M | +5.1% | +2.7% | +2.5% | +3.3% |
| YTD | +6.6% | +2.1% | +4.4% | +5.0% |
| 1Y | +3.9% | +16.2% | -12.3% | -5.7% |
| 3Y | +246.0% | +129.3% | +116.8% | +105.0% |
| 5Y | +268.0% | +191.7% | +76.2% | +77.0% |
| All | +268.0% | +187.9% | +80.1% | +77.0% |
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 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