+278.0%
APH vs PPG
+3.9%
+274.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -5.0% | +2.6% | -7.7% | -5.7% |
| 30D | -8.4% | +19.7% | -28.0% | -13.1% |
| 3M | -4.5% | +7.7% | -12.2% | -6.7% |
| 6M | +25.3% | +15.0% | +10.3% | +19.5% |
| YTD | +18.9% | +23.7% | -4.8% | +9.3% |
| 1Y | +11.9% | +32.1% | -20.2% | +0.3% |
| 3Y | +278.0% | +3.1% | +274.9% | +251.5% |
| All | +278.0% | +3.9% | +274.1% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling