+329.1%
APP vs PPG
-20.0%
+349.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.7% |
| 7D | -4.4% | -3.7% | -0.7% | -1.9% |
| 30D | -10.0% | -7.2% | -2.8% | -5.4% |
| 3M | -41.4% | -7.3% | -34.1% | -38.4% |
| 6M | -41.0% | +0.3% | -41.3% | -41.9% |
| YTD | -54.7% | +6.5% | -61.3% | -58.6% |
| 1Y | -45.3% | +0.5% | -45.9% | -48.1% |
| 3Y | +624.3% | -15.3% | +639.6% | +659.6% |
| 5Y | +329.1% | -22.9% | +352.0% | +337.0% |
| All | +329.1% | -20.0% | +349.1% | +337.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling