+797.8%
PH vs APTV
-16.1%
+813.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -1.3% | -5.0% | +3.7% | +0.8% |
| 30D | -11.0% | -6.1% | -4.9% | -8.8% |
| 3M | +5.5% | -33.0% | +38.5% | +23.7% |
| 6M | +1.5% | -35.2% | +36.7% | +18.4% |
| YTD | +8.8% | -40.1% | +48.9% | +30.6% |
| 1Y | +24.5% | -45.6% | +70.1% | +55.7% |
| 3Y | +141.2% | -54.4% | +195.5% | +210.2% |
| 5Y | +256.3% | -68.9% | +325.2% | +431.0% |
| All | +797.8% | -16.1% | +813.9% | +737.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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