+122.9%
APH vs PPL
+39.5%
+83.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.9% | -50.7% | -48.4% |
| 7D | -48.7% | +1.9% | -50.7% | -49.2% |
| 30D | -51.9% | +0.5% | -52.4% | -52.2% |
| 3M | -43.6% | +0.7% | -44.2% | -44.1% |
| 6M | -37.5% | -7.6% | -29.9% | -36.4% |
| YTD | -38.6% | +1.8% | -40.5% | -39.4% |
| 1Y | -26.3% | -0.8% | -25.6% | -26.8% |
| 3Y | +89.2% | +56.9% | +32.3% | +51.6% |
| All | +122.9% | +39.5% | +83.4% | +85.7% |
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