+3,768.8%
PG vs APH
+127,881.2%
-124,112.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.1% | -5.0% | +9.1% | +4.5% |
| 30D | +12.3% | -8.4% | +20.6% | +13.0% |
| 3M | +15.9% | -4.5% | +20.4% | +16.0% |
| 6M | +16.8% | +25.3% | -8.5% | +13.0% |
| YTD | +21.1% | +18.9% | +2.2% | +17.0% |
| 1Y | +19.3% | +11.9% | +7.3% | +15.9% |
| 3Y | +20.6% | +278.0% | -257.4% | +0.1% |
| 5Y | +30.7% | +306.4% | -275.8% | +7.1% |
| 10Y | +166.7% | +955.2% | -788.5% | +95.1% |
| All | +3,768.8% | +127,881.2% | -124,112.5% | +2,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling