+1,140.0%
APH vs PR
+169.5%
+970.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +5.0% | +2.9% | +2.1% | +4.7% |
| 30D | -3.9% | +18.0% | -21.9% | -5.2% |
| 3M | +13.0% | +16.9% | -3.9% | +11.4% |
| 6M | +25.2% | +28.2% | -3.1% | +22.2% |
| YTD | +22.9% | +69.3% | -46.4% | +17.2% |
| 1Y | +47.8% | +69.5% | -21.7% | +40.7% |
| 3Y | +283.0% | +81.7% | +201.3% | +260.5% |
| 5Y | +349.7% | +422.2% | -72.6% | +287.8% |
| 10Y | +1,061.2% | +110.4% | +950.9% | +920.1% |
| All | +1,140.0% | +169.5% | +970.6% | +1,001.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling