+1,059.7%
APH vs PWR
+2,321.3%
-1,261.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +5.0% | +3.6% | +1.4% | +3.2% |
| 30D | -3.9% | -8.6% | +4.7% | +0.3% |
| 3M | +13.0% | -13.2% | +26.1% | +20.0% |
| 6M | +25.2% | +9.9% | +15.3% | +16.7% |
| YTD | +22.9% | +48.0% | -25.1% | -0.9% |
| 1Y | +47.8% | +66.2% | -18.3% | +12.3% |
| 3Y | +283.0% | +195.1% | +87.9% | +118.5% |
| 5Y | +349.7% | +442.6% | -92.9% | +89.1% |
| All | +1,059.7% | +2,321.3% | -1,261.5% | +136.2% |
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