+65.7%
PPL vs APA
+7.0%
+58.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -0.7% |
| 7D | -2.2% | +9.6% | -11.8% | -3.0% |
| 30D | +1.7% | -0.2% | +1.9% | +1.6% |
| 3M | +0.1% | +19.8% | -19.7% | -1.7% |
| 6M | -1.5% | +30.1% | -31.6% | -4.3% |
| YTD | +3.0% | +100.4% | -97.5% | -4.4% |
| 1Y | -1.4% | +105.2% | -106.6% | -8.8% |
| 3Y | +53.5% | +44.6% | +8.9% | +44.4% |
| 5Y | +46.4% | +88.8% | -42.4% | +30.9% |
| All | +65.7% | +7.0% | +58.7% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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