+261.6%
APP vs PPL
+47.7%
+214.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +0.8% | +30.3% | +30.9% |
| 7D | +39.7% | +1.0% | +38.7% | +39.4% |
| 30D | +27.7% | +6.8% | +20.9% | +25.9% |
| 3M | -14.8% | +3.9% | -18.6% | -15.5% |
| 6M | -25.5% | -2.0% | -23.5% | -25.2% |
| YTD | -47.2% | +5.3% | -52.4% | -48.4% |
| 1Y | -42.3% | +2.2% | -44.5% | -43.1% |
| 3Y | +806.8% | +56.7% | +750.1% | +619.3% |
| 5Y | +261.6% | +49.1% | +212.6% | +205.9% |
| All | +261.6% | +47.7% | +214.0% | +205.9% |
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