+2,090.1%
PPL vs APA
+815.8%
+1,274.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.4% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | +0.5% | +23.4% | -22.9% | -2.5% |
| 3M | +0.7% | +12.7% | -12.0% | -1.3% |
| 6M | -7.6% | +39.4% | -47.0% | -12.4% |
| YTD | +1.8% | +79.0% | -77.1% | -6.9% |
| 1Y | -0.8% | +88.8% | -89.6% | -10.4% |
| 3Y | +56.9% | +6.4% | +50.5% | +49.4% |
| 5Y | +39.5% | +153.0% | -113.5% | +12.8% |
| 10Y | +55.4% | +7.5% | +47.8% | +20.1% |
| All | +2,090.1% | +815.8% | +1,274.3% | +1,220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling