+948.3%
APH vs PPG
+53.6%
+894.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | +11.1% | -0.2% | +11.3% | +11.3% |
| 30D | -7.3% | +17.7% | -25.0% | -14.8% |
| 3M | -6.2% | +7.4% | -13.6% | -9.9% |
| 6M | +24.9% | +16.4% | +8.5% | +14.4% |
| YTD | +18.4% | +22.4% | -3.9% | +3.9% |
| 1Y | +13.0% | +28.6% | -15.6% | -3.7% |
| 3Y | +276.4% | +2.0% | +274.4% | +253.7% |
| 5Y | +296.4% | -15.6% | +312.0% | +305.1% |
| All | +948.3% | +53.6% | +894.7% | +653.5% |
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