+290.1%
APH vs PSLV
+175.1%
+115.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.2% | +2.7% | -2.5% | -0.3% |
| 30D | -3.3% | +3.5% | -6.8% | -4.0% |
| 3M | +14.0% | +0.3% | +13.8% | +13.5% |
| 6M | +24.4% | -21.0% | +45.4% | +28.0% |
| YTD | +21.4% | -8.9% | +30.3% | +17.0% |
| 1Y | +48.9% | +54.0% | -5.0% | +25.7% |
| 3Y | +290.1% | +175.4% | +114.7% | +193.9% |
| All | +290.1% | +175.1% | +115.0% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling