+60.2%
PPL vs APD
+185.9%
-125.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +0.4% | -3.7% | +4.1% | +1.7% |
| 30D | +5.4% | +9.6% | -4.2% | +2.1% |
| 3M | +4.3% | +1.6% | +2.6% | +3.5% |
| 6M | -1.3% | +2.2% | -3.5% | -2.6% |
| YTD | +4.7% | +25.9% | -21.2% | -4.6% |
| 1Y | +1.3% | +20.1% | -18.9% | -6.5% |
| 3Y | +57.2% | +12.4% | +44.8% | +43.8% |
| 5Y | +48.2% | +11.1% | +37.1% | +33.7% |
| All | +60.2% | +185.9% | -125.7% | +6.9% |
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