+253.8%
PH vs APTV
-69.4%
+323.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.8% |
| 7D | +0.4% | +2.0% | -1.6% | -0.3% |
| 30D | -10.8% | -7.7% | -3.1% | -8.6% |
| 3M | +8.5% | -34.0% | +42.5% | +23.4% |
| 6M | +3.9% | -37.1% | +41.0% | +18.7% |
| YTD | +9.4% | -39.9% | +49.3% | +26.3% |
| 1Y | +26.8% | -44.4% | +71.2% | +50.4% |
| 3Y | +140.8% | -54.5% | +195.3% | +198.0% |
| 5Y | +253.8% | -69.1% | +322.9% | +399.0% |
| All | +253.8% | -69.4% | +323.2% | +399.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling