+122.9%
APH vs PR
+433.6%
-310.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.1% | -47.8% |
| 7D | -48.7% | +0.8% | -49.5% | -48.8% |
| 30D | -51.9% | +18.0% | -70.0% | -53.3% |
| 3M | -43.6% | +16.9% | -60.4% | -45.2% |
| 6M | -37.5% | +28.2% | -65.7% | -40.6% |
| YTD | -38.6% | +69.3% | -108.0% | -44.7% |
| 1Y | -26.3% | +69.5% | -95.8% | -33.8% |
| 3Y | +89.2% | +81.7% | +7.5% | +65.2% |
| All | +122.9% | +433.6% | -310.7% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling