+268.0%
APH vs PWR
+349.5%
-81.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.3% | +3.0% | -3.0% |
| 7D | -12.7% | -19.9% | +7.1% | -2.4% |
| 30D | -19.2% | -29.3% | +10.1% | -3.8% |
| 3M | -16.7% | -25.5% | +8.8% | -3.6% |
| 6M | +5.1% | -34.0% | +39.2% | +28.0% |
| YTD | +6.6% | +20.7% | -14.1% | -6.3% |
| 1Y | +3.9% | +12.3% | -8.4% | -5.2% |
| 3Y | +246.0% | +201.9% | +44.2% | +94.7% |
| 5Y | +268.0% | +336.8% | -68.8% | +71.7% |
| All | +268.0% | +349.5% | -81.5% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling