+396.9%
APP vs PPG
-22.4%
+419.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +1.1% | -6.2% | +7.3% | +5.0% |
| 30D | +6.6% | -7.9% | +14.6% | +12.0% |
| 3M | -32.3% | -10.2% | -22.1% | -27.7% |
| 6M | -29.8% | +2.7% | -32.5% | -31.7% |
| YTD | -51.9% | +4.9% | -56.8% | -55.1% |
| 1Y | -43.3% | -3.2% | -40.1% | -44.3% |
| 3Y | +664.1% | -17.0% | +681.1% | +709.6% |
| 5Y | +318.7% | -23.3% | +342.0% | +313.6% |
| All | +396.9% | -22.4% | +419.3% | +385.6% |
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