+59.9%
PPL vs APTV
-53.8%
+113.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | +2.7% | +4.8% | -2.1% | +2.5% |
| 30D | +0.5% | +2.0% | -1.5% | +0.4% |
| 3M | +0.7% | -34.2% | +34.9% | +2.1% |
| 6M | -7.6% | -34.7% | +27.1% | -6.3% |
| YTD | +1.8% | -37.0% | +38.8% | +3.2% |
| 1Y | -0.8% | -40.4% | +39.6% | +0.8% |
| All | +59.9% | -53.8% | +113.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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