+126,856.8%
APH vs PPG
+2,305.7%
+124,551.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +0.4% | -1.2% | +1.6% | +1.1% |
| 30D | -8.0% | +21.2% | -29.2% | -16.5% |
| 3M | -5.0% | +8.2% | -13.2% | -9.1% |
| 6M | +29.9% | +17.2% | +12.7% | +18.8% |
| YTD | +18.0% | +25.0% | -7.0% | +3.1% |
| 1Y | +11.3% | +33.5% | -22.2% | -6.1% |
| 3Y | +274.9% | +4.2% | +270.8% | +249.7% |
| 5Y | +300.6% | -12.7% | +313.3% | +300.2% |
| 10Y | +944.2% | +58.0% | +886.3% | +654.5% |
| All | +126,856.8% | +2,305.7% | +124,551.1% | +32,691.3% |
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