+67.0%
APO vs PH
+197.3%
-130.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -2.4% |
| 7D | +0.8% | +2.0% | -1.2% | -1.0% |
| 30D | +1.0% | -3.7% | +4.7% | +2.8% |
| 3M | -8.4% | -14.0% | +5.6% | +0.8% |
| 6M | -9.1% | +2.1% | -11.2% | -12.3% |
| YTD | -18.3% | +5.1% | -23.4% | -24.3% |
| 1Y | -8.0% | +10.9% | -18.9% | -18.3% |
| 3Y | +47.1% | +132.9% | -85.9% | -26.6% |
| All | +67.0% | +197.3% | -130.3% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling