+1.3%
PPL vs APA
+98.8%
-97.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.5% |
| 7D | +0.4% | -15.5% | +15.9% | -0.1% |
| 30D | +5.4% | +2.4% | +3.1% | +5.5% |
| 3M | +4.3% | +22.8% | -18.5% | +4.7% |
| 6M | -1.3% | +17.9% | -19.3% | -1.1% |
| YTD | +4.7% | +87.7% | -83.0% | +3.3% |
| 1Y | +1.3% | +94.2% | -92.9% | -1.0% |
| All | +1.3% | +98.8% | -97.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling