+1,030.6%
APH vs PPG
+26.3%
+1,004.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.6% | -0.4% |
| 7D | -2.2% | -5.1% | +2.9% | +0.3% |
| 30D | -4.0% | -9.6% | +5.5% | +0.7% |
| 3M | +7.7% | -6.4% | +14.2% | +10.3% |
| 6M | +17.8% | +0.5% | +17.3% | +15.9% |
| YTD | +19.2% | +4.4% | +14.7% | +13.6% |
| 1Y | +35.7% | -0.9% | +36.6% | +32.1% |
| 3Y | +282.9% | -17.0% | +299.9% | +300.6% |
| 5Y | +345.6% | -23.7% | +369.3% | +377.1% |
| All | +1,030.6% | +26.3% | +1,004.3% | +799.2% |
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 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