+792.3%
PH vs APA
-0.7%
+793.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | +0.4% | -1.7% | +2.1% | +0.8% |
| 30D | -10.8% | +15.7% | -26.5% | -14.3% |
| 3M | +8.5% | +16.5% | -8.0% | +3.5% |
| 6M | +3.9% | +35.1% | -31.2% | -6.1% |
| YTD | +9.4% | +82.2% | -72.8% | -9.2% |
| 1Y | +26.8% | +102.5% | -75.7% | +1.6% |
| 3Y | +140.8% | +10.3% | +130.5% | +117.8% |
| 5Y | +253.8% | +166.1% | +87.7% | +141.0% |
| 10Y | +792.3% | -4.9% | +797.2% | +489.8% |
| All | +792.3% | -0.7% | +793.0% | +489.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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