+2,917.6%
APH vs PSLV
+117.0%
+2,800.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | +5.0% | -0.6% | +5.6% | +5.0% |
| 30D | -3.9% | +7.3% | -11.1% | -4.9% |
| 3M | +13.0% | -7.4% | +20.4% | +13.9% |
| 6M | +25.2% | -20.3% | +45.4% | +28.2% |
| YTD | +22.9% | -8.2% | +31.2% | +21.5% |
| 1Y | +47.8% | +57.9% | -10.1% | +34.9% |
| 3Y | +283.0% | +162.1% | +120.9% | +224.8% |
| 5Y | +349.7% | +151.2% | +198.5% | +279.8% |
| 10Y | +1,061.2% | +191.7% | +869.6% | +844.2% |
| All | +2,917.6% | +117.0% | +2,800.6% | +2,188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling