-3.7%
APA vs PPG
+26.9%
-30.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +4.6% | -6.2% | +10.8% | +8.6% |
| 30D | +11.9% | -7.9% | +19.8% | +17.2% |
| 3M | +22.5% | -10.2% | +32.7% | +27.8% |
| 6M | +37.5% | +2.7% | +34.9% | +26.3% |
| YTD | +87.2% | +4.9% | +82.3% | +67.1% |
| 1Y | +101.4% | -3.2% | +104.6% | +89.3% |
| 3Y | +16.9% | -17.0% | +33.9% | +19.6% |
| 5Y | +178.4% | -23.3% | +201.8% | +189.1% |
| All | -3.7% | +26.9% | -30.6% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling