+268.0%
APH vs PPL
+47.7%
+220.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.8% | -10.1% | -9.5% |
| 7D | -12.7% | +1.0% | -13.8% | -13.0% |
| 30D | -19.2% | +6.8% | -26.0% | -20.8% |
| 3M | -16.7% | +3.9% | -20.5% | -17.7% |
| 6M | +5.1% | -2.0% | +7.2% | +5.5% |
| YTD | +6.6% | +5.3% | +1.3% | +4.4% |
| 1Y | +3.9% | +2.2% | +1.7% | +2.7% |
| 3Y | +246.0% | +56.7% | +189.3% | +179.6% |
| 5Y | +268.0% | +49.1% | +218.9% | +198.5% |
| All | +268.0% | +47.7% | +220.3% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling