+527.5%
APP vs PPG
-9.3%
+536.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | +4.6% | +0.7% | +3.8% | +4.2% |
| 30D | +56.0% | +17.6% | +38.5% | +40.6% |
| 3M | +30.8% | +7.5% | +23.4% | +24.3% |
| 6M | -9.8% | +17.6% | -27.4% | -18.8% |
| YTD | -39.3% | +22.6% | -61.9% | -48.7% |
| 1Y | -26.4% | +28.0% | -54.4% | -40.0% |
| 3Y | +887.9% | +1.8% | +886.1% | +811.0% |
| 5Y | +264.1% | -15.5% | +279.6% | +225.1% |
| All | +527.5% | -9.3% | +536.8% | +454.4% |
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