+6,274.1%
APD vs PPG
+3,036.2%
+3,237.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | +0.7% | +3.1% | +3.4% |
| 30D | +8.2% | +17.6% | -9.4% | -1.7% |
| 3M | +4.3% | +7.5% | -3.2% | -0.4% |
| 6M | +4.7% | +17.6% | -12.9% | -5.9% |
| YTD | +31.5% | +22.6% | +9.0% | +13.2% |
| 1Y | +23.5% | +28.0% | -4.5% | +3.7% |
| 3Y | +29.1% | +1.8% | +27.3% | +21.6% |
| 5Y | +15.9% | -15.5% | +31.4% | +17.9% |
| 10Y | +191.9% | +54.9% | +137.0% | +96.2% |
| All | +6,274.1% | +3,036.2% | +3,237.9% | +865.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling