+23,761.0%
PH vs APD
+6,115.6%
+17,645.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -3.1% | -2.2% | -0.9% | -1.9% |
| 30D | -3.2% | +2.1% | -5.3% | -4.4% |
| 3M | +10.6% | +7.2% | +3.4% | +5.7% |
| 6M | -2.1% | +11.2% | -13.4% | -8.7% |
| YTD | +10.2% | +24.4% | -14.2% | -4.0% |
| 1Y | +28.2% | +6.7% | +21.6% | +21.1% |
| 3Y | +134.9% | +9.2% | +125.6% | +111.3% |
| 5Y | +253.6% | +27.4% | +226.3% | +187.9% |
| 10Y | +804.7% | +164.8% | +639.9% | +395.2% |
| All | +23,761.0% | +6,115.6% | +17,645.4% | +3,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling