+883.4%
APH vs PWR
+1,832.8%
-949.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.3% | -2.1% | +1.0% |
| 7D | -5.9% | -12.9% | +6.9% | +0.5% |
| 30D | -14.8% | -22.8% | +8.0% | -3.5% |
| 3M | -12.4% | -19.0% | +6.6% | -3.3% |
| 6M | +8.1% | -31.1% | +39.2% | +27.8% |
| YTD | +10.9% | +28.2% | -17.3% | -4.3% |
| 1Y | +8.8% | +22.2% | -13.4% | -3.8% |
| 3Y | +262.1% | +222.1% | +39.9% | +100.0% |
| 5Y | +283.1% | +364.1% | -80.9% | +73.7% |
| All | +883.4% | +1,832.8% | -949.4% | +136.6% |
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