+944.2%
APH vs PWR
+1,887.5%
-943.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.9% |
| 7D | +0.4% | +4.7% | -4.4% | -2.0% |
| 30D | -8.0% | -12.5% | +4.5% | -2.1% |
| 3M | -5.0% | -9.3% | +4.3% | -0.8% |
| 6M | +29.9% | -22.2% | +52.1% | +44.9% |
| YTD | +18.0% | +44.2% | -26.2% | -4.0% |
| 1Y | +11.3% | +35.5% | -24.2% | -6.6% |
| 3Y | +274.9% | +250.4% | +24.5% | +97.8% |
| 5Y | +300.6% | +425.6% | -125.0% | +70.1% |
| 10Y | +944.2% | +1,874.2% | -930.0% | +134.5% |
| All | +944.2% | +1,887.5% | -943.3% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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