+747.9%
PH vs APD
+185.9%
+562.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.8% |
| 7D | +2.0% | -3.7% | +5.7% | +4.3% |
| 30D | -3.7% | +9.6% | -13.3% | -9.4% |
| 3M | -14.0% | +1.6% | -15.7% | -15.4% |
| 6M | +2.1% | +2.2% | -0.1% | -0.5% |
| YTD | +5.1% | +25.9% | -20.8% | -11.5% |
| 1Y | +10.9% | +20.1% | -9.2% | -4.3% |
| 3Y | +132.9% | +12.4% | +120.6% | +100.7% |
| 5Y | +200.1% | +11.1% | +189.0% | +154.7% |
| All | +747.9% | +185.9% | +562.0% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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