+1,082.3%
APH vs PSLV
+190.6%
+891.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +1.4% | -3.5% | +4.8% | +2.0% |
| 30D | -1.2% | -2.1% | +0.9% | -0.9% |
| 3M | +10.3% | -1.6% | +11.9% | +10.2% |
| 6M | +25.2% | -25.5% | +50.7% | +31.0% |
| YTD | +24.6% | -11.4% | +36.0% | +22.3% |
| 1Y | +41.4% | +48.6% | -7.1% | +23.1% |
| 3Y | +297.8% | +166.9% | +130.9% | +202.0% |
| 5Y | +366.0% | +152.4% | +213.6% | +251.9% |
| All | +1,082.3% | +190.6% | +891.8% | +695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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