+165.0%
PG vs APH
+940.6%
-775.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | +10.2% | -8.0% | +18.2% | +11.1% |
| 3M | +16.2% | -5.0% | +21.2% | +16.4% |
| 6M | +18.6% | +29.9% | -11.3% | +11.8% |
| YTD | +20.4% | +18.0% | +2.4% | +14.0% |
| 1Y | +16.2% | +11.3% | +4.8% | +11.0% |
| 3Y | +19.9% | +274.9% | -255.1% | -19.6% |
| 5Y | +30.3% | +300.6% | -270.3% | -15.9% |
| All | +165.0% | +940.6% | -775.7% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling