+88.8%
APA vs PPG
+5.2%
+83.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -2.4% |
| 7D | +0.5% | -1.5% | +2.0% | -0.1% |
| 30D | +23.4% | -5.0% | +28.4% | +20.9% |
| 3M | +12.7% | +1.1% | +11.6% | +14.0% |
| 6M | +39.4% | -3.2% | +42.6% | +46.5% |
| YTD | +79.0% | +11.9% | +67.1% | +85.5% |
| 1Y | +88.8% | +5.3% | +83.5% | +84.2% |
| All | +88.8% | +5.2% | +83.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling