+1,410.8%
PH vs APTV
+138.4%
+1,272.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.9% |
| 7D | +7.4% | -5.0% | +12.4% | +9.7% |
| 30D | +0.5% | -12.3% | +12.8% | +5.9% |
| 3M | -10.2% | -19.9% | +9.7% | -1.9% |
| 6M | +8.9% | -29.4% | +38.3% | +22.3% |
| YTD | +9.7% | -49.0% | +58.7% | +40.3% |
| 1Y | +12.8% | -53.1% | +65.9% | +49.8% |
| 3Y | +134.6% | -48.9% | +183.5% | +183.3% |
| 5Y | +204.5% | -77.2% | +281.8% | +421.2% |
| 10Y | +697.5% | -26.8% | +724.3% | +615.1% |
| All | +1,410.8% | +138.4% | +1,272.4% | +561.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling