+177.2%
APA vs PPG
-24.6%
+201.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +2.2% |
| 30D | +9.6% | -9.6% | +19.2% | +12.6% |
| 3M | +18.0% | -6.4% | +24.4% | +18.6% |
| 6M | +41.9% | +0.5% | +41.4% | +36.1% |
| YTD | +86.3% | +4.4% | +81.9% | +74.1% |
| 1Y | +97.9% | -0.9% | +98.8% | +88.8% |
| 3Y | +12.8% | -17.0% | +29.7% | +13.4% |
| 5Y | +177.2% | -23.7% | +200.9% | +181.2% |
| All | +177.2% | -24.6% | +201.8% | +181.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling