+132,206.2%
APH vs PH
+20,146.2%
+112,060.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +5.0% | -3.1% | +8.0% | +6.5% |
| 30D | -3.9% | -3.2% | -0.6% | -2.6% |
| 3M | +13.0% | +10.6% | +2.4% | +7.3% |
| 6M | +25.2% | -2.1% | +27.3% | +25.9% |
| YTD | +22.9% | +10.2% | +12.7% | +17.0% |
| 1Y | +47.8% | +28.2% | +19.6% | +30.4% |
| 3Y | +283.0% | +134.9% | +148.1% | +151.2% |
| 5Y | +349.7% | +253.6% | +96.0% | +140.6% |
| 10Y | +1,061.2% | +804.7% | +256.5% | +279.6% |
| All | +132,206.2% | +20,146.2% | +112,060.0% | +14,413.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling