+59.9%
PPL vs APD
+9.1%
+50.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +2.7% | -2.2% | +4.9% | +2.9% |
| 30D | +0.5% | +2.1% | -1.6% | +0.2% |
| 3M | +0.7% | +7.2% | -6.5% | -0.2% |
| 6M | -7.6% | +11.2% | -18.8% | -8.8% |
| YTD | +1.8% | +24.4% | -22.6% | -1.3% |
| 1Y | -0.8% | +6.7% | -7.4% | -1.7% |
| All | +59.9% | +9.1% | +50.8% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling