+169.3%
APD vs PPG
+26.3%
+142.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.4% |
| 7D | -3.5% | -5.1% | +1.7% | -1.0% |
| 30D | -5.1% | -9.6% | +4.5% | -0.3% |
| 3M | +6.9% | -6.4% | +13.3% | +9.6% |
| 6M | +8.1% | +0.5% | +7.6% | +5.7% |
| YTD | +21.2% | +4.4% | +16.8% | +15.5% |
| 1Y | +4.9% | -0.9% | +5.8% | +2.5% |
| 3Y | +6.3% | -17.0% | +23.3% | +12.3% |
| 5Y | +24.3% | -23.7% | +47.9% | +34.0% |
| All | +169.3% | +26.3% | +142.9% | +114.7% |
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