+54.2%
PPL vs APD
+164.4%
-110.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.7% | -2.2% | +4.9% | +3.4% |
| 30D | +0.5% | +2.1% | -1.6% | -0.4% |
| 3M | +0.7% | +7.2% | -6.5% | -2.2% |
| 6M | -7.6% | +11.2% | -18.8% | -11.5% |
| YTD | +1.8% | +24.4% | -22.6% | -6.8% |
| 1Y | -0.8% | +6.7% | -7.4% | -4.4% |
| 3Y | +56.9% | +9.2% | +47.6% | +45.2% |
| 5Y | +39.5% | +27.4% | +12.2% | +17.5% |
| All | +54.2% | +164.4% | -110.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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