+930.0%
APH vs PSLV
+142.8%
+787.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.3% |
| 7D | +4.9% | -6.3% | +11.2% | +6.3% |
| 30D | -5.4% | -12.7% | +7.3% | -2.8% |
| 3M | -5.5% | -24.7% | +19.3% | -0.2% |
| 6M | +25.9% | -44.6% | +70.5% | +40.3% |
| YTD | +16.4% | -33.3% | +49.6% | +20.6% |
| 1Y | +16.5% | -8.6% | +25.1% | +12.0% |
| 3Y | +270.9% | +108.2% | +162.7% | +194.3% |
| 5Y | +289.5% | +79.1% | +210.4% | +213.4% |
| All | +930.0% | +142.8% | +787.2% | +607.8% |
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