+17.0%
PG vs APH
+16.5%
+0.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.2% | +9.4% | +2.7% |
| 7D | +5.7% | -2.4% | +8.1% | +5.5% |
| 30D | +15.4% | -9.5% | +24.9% | +14.9% |
| 3M | +13.8% | -7.6% | +21.4% | +13.4% |
| 6M | +18.3% | +12.4% | +5.9% | +18.3% |
| YTD | +20.1% | +17.5% | +2.6% | +23.1% |
| 1Y | +17.0% | +16.4% | +0.6% | +19.9% |
| All | +17.0% | +16.5% | +0.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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