+883.4%
APH vs PPL
+62.0%
+821.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | -5.9% | +0.4% | -6.4% | -6.2% |
| 30D | -14.8% | +5.4% | -20.3% | -16.8% |
| 3M | -12.4% | +4.3% | -16.7% | -14.1% |
| 6M | +8.1% | -1.3% | +9.4% | +7.9% |
| YTD | +10.9% | +4.7% | +6.3% | +8.0% |
| 1Y | +8.8% | +1.3% | +7.5% | +7.2% |
| 3Y | +262.1% | +57.2% | +204.8% | +186.8% |
| 5Y | +283.1% | +48.2% | +234.9% | +209.7% |
| All | +883.4% | +62.0% | +821.4% | +648.3% |
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