+696.1%
PH vs APD
+191.6%
+504.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +7.4% | +2.2% | +5.2% | +5.9% |
| 30D | +0.5% | +9.4% | -9.0% | -5.3% |
| 3M | -10.2% | +4.7% | -14.9% | -13.2% |
| 6M | +8.9% | +5.5% | +3.4% | +4.2% |
| YTD | +9.7% | +31.4% | -21.7% | -10.1% |
| 1Y | +12.8% | +24.1% | -11.3% | -4.5% |
| 3Y | +134.6% | +28.8% | +105.8% | +85.8% |
| 5Y | +204.5% | +15.8% | +188.8% | +152.3% |
| All | +696.1% | +191.6% | +504.5% | +214.0% |
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