+60.7%
APO vs PH
+142.4%
-81.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | -3.1% | +2.0% | +0.9% |
| 30D | +3.5% | -3.2% | +6.7% | +5.1% |
| 3M | +4.5% | +10.6% | -6.0% | -2.8% |
| 6M | +22.8% | -2.1% | +24.9% | +22.6% |
| YTD | -6.5% | +10.2% | -16.7% | -14.7% |
| 1Y | +0.8% | +28.2% | -27.4% | -18.5% |
| All | +60.7% | +142.4% | -81.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling