+23,761.0%
PH vs APA
+815.8%
+22,945.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -3.2% | +23.4% | -26.6% | -8.6% |
| 3M | +10.6% | +12.7% | -2.1% | +6.2% |
| 6M | -2.1% | +39.4% | -41.6% | -12.4% |
| YTD | +10.2% | +79.0% | -68.8% | -8.1% |
| 1Y | +28.2% | +88.8% | -60.6% | +4.7% |
| 3Y | +134.9% | +6.4% | +128.5% | +115.1% |
| 5Y | +253.6% | +153.0% | +100.7% | +144.9% |
| 10Y | +804.7% | +7.5% | +797.2% | +508.2% |
| All | +23,761.0% | +815.8% | +22,945.2% | +12,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling