+14.5%
PH vs APA
+89.4%
-74.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +3.0% | -8.7% | +11.8% | +1.7% |
| 30D | -0.6% | -2.4% | +1.8% | -0.9% |
| 3M | -10.7% | +19.0% | -29.7% | -8.3% |
| 6M | +9.1% | +26.8% | -17.7% | +13.3% |
| YTD | +9.5% | +87.3% | -77.8% | +10.0% |
| All | +14.5% | +89.4% | -74.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling