+930.0%
APH vs PWR
+1,844.4%
-914.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | +4.9% | +11.3% | -6.4% | -0.6% |
| 30D | -5.4% | -8.9% | +3.5% | -1.3% |
| 3M | -5.5% | -10.5% | +5.0% | -0.6% |
| 6M | +25.9% | -22.2% | +48.1% | +40.6% |
| YTD | +16.4% | +42.7% | -26.4% | -4.9% |
| 1Y | +16.5% | +41.1% | -24.6% | -4.2% |
| 3Y | +270.9% | +242.7% | +28.1% | +97.7% |
| 5Y | +289.5% | +418.5% | -129.0% | +66.5% |
| All | +930.0% | +1,844.4% | -914.4% | +132.4% |
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