+1,777.9%
APO vs PPG
+208.8%
+1,569.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +0.2% |
| 7D | +0.1% | 0.0% | +0.1% | 0.0% |
| 30D | +3.9% | -7.8% | +11.6% | +9.3% |
| 3M | +3.8% | -2.2% | +6.0% | +4.5% |
| 6M | +22.3% | +4.1% | +18.1% | +16.7% |
| YTD | -7.8% | +9.1% | -16.9% | -15.2% |
| 1Y | -0.3% | +1.0% | -1.3% | -4.0% |
| 3Y | +57.1% | -13.3% | +70.4% | +64.8% |
| 5Y | +137.0% | -19.2% | +156.2% | +156.1% |
| 10Y | +946.8% | +25.9% | +920.9% | +692.1% |
| All | +1,777.9% | +208.8% | +1,569.1% | +680.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling