-0.9%
APO vs PH
+26.6%
-27.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.4% | -10.3% | +9.9% | +2.2% |
| 3M | -0.9% | +5.1% | -5.9% | -2.3% |
| 6M | +22.1% | +2.3% | +19.9% | +20.6% |
| YTD | -8.4% | +8.7% | -17.1% | -11.5% |
| 1Y | -0.9% | +26.8% | -27.7% | -9.6% |
| All | -0.9% | +26.6% | -27.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling