+916.7%
APO vs PPG
+26.9%
+889.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.5% | -6.2% | +2.7% | +0.6% |
| 30D | -6.6% | -7.9% | +1.4% | -1.4% |
| 3M | -3.3% | -10.2% | +6.9% | +3.0% |
| 6M | +22.6% | +2.7% | +19.9% | +18.0% |
| YTD | -9.8% | +4.9% | -14.7% | -15.1% |
| 1Y | -3.9% | -3.2% | -0.7% | -4.9% |
| 3Y | +52.5% | -17.0% | +69.5% | +64.4% |
| 5Y | +134.0% | -23.3% | +157.3% | +161.3% |
| All | +916.7% | +26.9% | +889.8% | +663.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling