+1,418.1%
PH vs APTV
+194.6%
+1,223.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.5% |
| 7D | -3.1% | +4.8% | -7.9% | -5.1% |
| 30D | -3.2% | +2.0% | -5.2% | -4.4% |
| 3M | +10.6% | -34.2% | +44.8% | +30.8% |
| 6M | -2.1% | -34.7% | +32.5% | +14.0% |
| YTD | +10.2% | -37.0% | +47.2% | +29.5% |
| 1Y | +28.2% | -40.4% | +68.6% | +54.0% |
| 3Y | +134.9% | -54.1% | +189.0% | +202.0% |
| 5Y | +253.6% | -68.0% | +321.7% | +418.6% |
| 10Y | +804.7% | -15.5% | +820.2% | +665.0% |
| All | +1,418.1% | +194.6% | +1,223.5% | +510.6% |
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