+453.5%
APH vs PPL
+54.8%
+398.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -48.9% |
| 7D | -48.7% | +1.9% | -50.7% | -49.6% |
| 30D | -51.9% | +0.5% | -52.4% | -52.5% |
| 3M | -43.6% | +0.7% | -44.2% | -44.5% |
| 6M | -37.5% | -7.6% | -29.9% | -36.4% |
| YTD | -38.6% | +1.8% | -40.5% | -40.0% |
| 1Y | -26.3% | -0.8% | -25.6% | -27.4% |
| 3Y | +89.2% | +56.9% | +32.3% | +48.4% |
| 5Y | +119.8% | +39.5% | +80.3% | +81.0% |
| All | +453.5% | +54.8% | +398.7% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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