+296.4%
APH vs PSLV
+84.6%
+211.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.1% |
| 7D | +11.1% | -4.3% | +15.4% | +12.1% |
| 30D | -7.3% | -16.6% | +9.3% | -4.0% |
| 3M | -6.2% | -24.6% | +18.4% | -1.1% |
| 6M | +24.9% | -42.5% | +67.5% | +37.7% |
| YTD | +18.4% | -31.7% | +50.1% | +21.0% |
| 1Y | +13.0% | -8.7% | +21.6% | +7.1% |
| 3Y | +276.4% | +113.6% | +162.8% | +189.0% |
| 5Y | +296.4% | +83.3% | +213.1% | +199.0% |
| All | +296.4% | +84.6% | +211.8% | +199.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling