+883.4%
APH vs PR
+66.0%
+817.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +4.0% |
| 7D | -5.9% | -16.4% | +10.5% | -4.6% |
| 30D | -14.8% | -1.9% | -12.9% | -14.7% |
| 3M | -12.4% | +8.0% | -20.4% | -13.1% |
| 6M | +8.1% | +4.1% | +4.0% | +7.4% |
| YTD | +10.9% | +58.7% | -47.8% | +6.2% |
| 1Y | +8.8% | +75.8% | -67.1% | +3.1% |
| 3Y | +262.1% | +73.2% | +188.9% | +242.0% |
| 5Y | +283.1% | +230.1% | +53.0% | +239.7% |
| All | +883.4% | +66.0% | +817.4% | +768.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling