+47.7%
PPL vs APA
+69.9%
-22.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.2% | -8.7% | +7.5% | -0.8% |
| 30D | +4.2% | -2.4% | +6.6% | +4.3% |
| 3M | +1.5% | +19.0% | -17.5% | +0.3% |
| 6M | +1.0% | +26.8% | -25.8% | -0.7% |
| YTD | +4.4% | +87.3% | -83.0% | -0.5% |
| 1Y | +0.8% | +92.3% | -91.5% | -4.2% |
| 3Y | +56.5% | +37.3% | +19.2% | +51.4% |
| 5Y | +47.7% | +73.2% | -25.5% | +42.1% |
| All | +47.7% | +69.9% | -22.2% | +42.1% |
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 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