+944.2%
APH vs PSLV
+157.4%
+786.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | -8.0% | -15.2% | +7.3% | -4.9% |
| 3M | -5.0% | -21.4% | +16.4% | -0.6% |
| 6M | +29.9% | -39.9% | +69.9% | +42.5% |
| YTD | +18.0% | -29.3% | +47.2% | +20.8% |
| 1Y | +11.3% | -1.6% | +12.9% | +5.4% |
| 3Y | +274.9% | +121.3% | +153.6% | +193.9% |
| 5Y | +300.6% | +89.9% | +210.7% | +218.7% |
| All | +944.2% | +157.4% | +786.8% | +609.4% |
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