+3,754.3%
PG vs APH
+127,353.1%
-123,598.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.6% | +11.1% | -10.6% | -0.6% |
| 30D | +10.5% | -7.3% | +17.8% | +11.1% |
| 3M | +17.4% | -6.2% | +23.6% | +17.7% |
| 6M | +18.4% | +24.9% | -6.5% | +14.5% |
| YTD | +20.7% | +18.4% | +2.2% | +16.7% |
| 1Y | +16.8% | +13.0% | +3.8% | +13.4% |
| 3Y | +20.1% | +276.4% | -256.3% | -0.2% |
| 5Y | +30.4% | +296.4% | -266.0% | +7.1% |
| 10Y | +163.7% | +948.3% | -784.6% | +93.0% |
| All | +3,754.3% | +127,353.1% | -123,598.7% | +2,011.5% |
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