+116.1%
PG vs APH
+1,104.8%
-988.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.9% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | +0.8% | -1.2% | +2.1% | +0.9% |
| 3M | -1.3% | +10.3% | -11.6% | -3.4% |
| 6M | -3.8% | +25.2% | -29.0% | -8.4% |
| YTD | +3.6% | +24.6% | -21.0% | -2.3% |
| 1Y | -5.7% | +41.4% | -47.2% | -14.0% |
| 3Y | +1.6% | +297.8% | -296.2% | -32.3% |
| 5Y | +14.6% | +366.0% | -351.4% | -28.8% |
| All | +116.1% | +1,104.8% | -988.7% | -7.2% |
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