+247.7%
APH vs PR
+61.1%
+186.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.5% | -8.3% |
| 7D | -12.7% | -16.5% | +3.8% | -9.5% |
| 30D | -19.2% | -4.5% | -14.6% | -18.4% |
| 3M | -16.7% | +8.5% | -25.2% | -18.5% |
| 6M | +5.1% | -3.3% | +8.5% | +5.4% |
| YTD | +6.6% | +55.7% | -49.1% | -7.8% |
| 1Y | +3.9% | +82.0% | -78.1% | -14.9% |
| All | +247.7% | +61.1% | +186.6% | +187.4% |
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