+283.5%
APH vs PR
+69.4%
+214.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.5% | +0.4% | -4.8% |
| 7D | -2.4% | -12.1% | +9.7% | 0.0% |
| 30D | -9.5% | +0.9% | -10.4% | -9.8% |
| 3M | -7.6% | +10.1% | -17.8% | -10.0% |
| 6M | +12.4% | +1.1% | +11.3% | +11.6% |
| YTD | +17.5% | +63.7% | -46.1% | +0.5% |
| 1Y | +16.4% | +87.0% | -70.6% | -5.1% |
| All | +283.5% | +69.4% | +214.1% | +213.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling