+955.2%
APH vs PWR
+1,818.7%
-863.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.2% |
| 7D | -5.0% | -11.2% | +6.2% | +0.5% |
| 30D | -8.4% | -17.4% | +9.0% | +0.4% |
| 3M | -4.5% | -11.7% | +7.2% | +1.2% |
| 6M | +25.3% | -21.7% | +47.0% | +39.2% |
| YTD | +18.9% | +38.3% | -19.4% | -1.2% |
| 1Y | +11.9% | +29.6% | -17.6% | -3.9% |
| 3Y | +278.0% | +236.1% | +41.8% | +103.7% |
| 5Y | +306.4% | +406.3% | -99.9% | +76.0% |
| 10Y | +955.2% | +1,796.7% | -841.5% | +142.5% |
| All | +955.2% | +1,818.7% | -863.6% | +142.5% |
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