+1,055.9%
APH vs PSKY
-73.9%
+1,129.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +5.0% | -0.2% | +5.1% | +4.9% |
| 30D | -3.9% | +24.0% | -27.9% | -6.8% |
| 3M | +13.0% | +2.2% | +10.8% | +12.3% |
| 6M | +25.2% | -9.0% | +34.1% | +25.9% |
| YTD | +22.9% | -18.1% | +41.1% | +24.9% |
| 1Y | +47.8% | -25.1% | +72.9% | +50.9% |
| 3Y | +283.0% | -16.3% | +299.4% | +264.6% |
| 5Y | +349.7% | -70.4% | +420.0% | +400.2% |
| All | +1,055.9% | -73.9% | +1,129.8% | +938.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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