+3,237.0%
PG vs APH
+132,206.2%
-128,969.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +1.9% | +5.0% | -3.1% | +1.3% |
| 30D | -0.2% | -3.9% | +3.6% | +0.1% |
| 3M | +4.8% | +13.0% | -8.2% | +3.0% |
| 6M | -6.1% | +25.2% | -31.3% | -9.0% |
| YTD | +4.5% | +22.9% | -18.5% | +1.0% |
| 1Y | -5.3% | +47.8% | -53.1% | -10.7% |
| 3Y | +2.6% | +283.0% | -280.5% | -14.7% |
| 5Y | +15.6% | +349.7% | -334.1% | -6.1% |
| 10Y | +118.0% | +1,061.2% | -943.2% | +58.5% |
| All | +3,237.0% | +132,206.2% | -128,969.2% | +1,727.5% |
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