+82.7%
APO vs PPL
+47.4%
+35.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | +3.4% | +4.3% | -0.8% | +1.8% |
| 3M | -6.6% | +2.9% | -9.6% | -7.7% |
| 6M | -7.1% | +1.1% | -8.2% | -7.8% |
| YTD | -14.1% | +4.5% | -18.6% | -17.1% |
| 1Y | -4.7% | +0.1% | -4.8% | -6.1% |
| 3Y | +51.3% | +55.7% | -4.4% | +14.3% |
| 5Y | +82.7% | +47.6% | +35.1% | +37.0% |
| All | +82.7% | +47.4% | +35.3% | +37.0% |
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