+506.6%
APP vs PPG
-7.9%
+514.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +61.1% | +3.2% | +57.9% | +57.6% |
| 30D | +42.8% | +20.4% | +22.4% | +26.8% |
| 3M | +16.7% | +8.4% | +8.3% | +10.3% |
| 6M | -15.6% | +15.6% | -31.2% | -23.3% |
| YTD | -41.3% | +24.4% | -65.7% | -50.9% |
| 1Y | -39.3% | +32.9% | -72.2% | -51.7% |
| 3Y | +803.2% | +3.7% | +799.5% | +722.8% |
| 5Y | +313.2% | -13.7% | +326.9% | +266.2% |
| All | +506.6% | -7.9% | +514.6% | +431.2% |
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