+39.4%
PPL vs APA
+156.4%
-116.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | +0.5% | +23.4% | -22.9% | -0.8% |
| 3M | +0.7% | +12.7% | -12.0% | -0.2% |
| 6M | -7.6% | +39.4% | -47.0% | -9.8% |
| YTD | +1.8% | +79.0% | -77.1% | -2.4% |
| 1Y | -0.8% | +88.8% | -89.6% | -5.4% |
| 3Y | +56.9% | +6.4% | +50.5% | +55.1% |
| All | +39.4% | +156.4% | -116.9% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling