+57.2%
PPL vs APTV
-49.5%
+106.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.4% |
| 7D | +0.4% | -10.2% | +10.6% | +0.8% |
| 30D | +5.4% | -10.8% | +16.3% | +5.9% |
| 3M | +4.3% | -14.8% | +19.1% | +4.9% |
| 6M | -1.3% | -30.6% | +29.2% | -0.4% |
| YTD | +4.7% | -48.2% | +52.9% | +6.8% |
| 1Y | +1.3% | -52.0% | +53.2% | +3.7% |
| 3Y | +57.2% | -47.0% | +104.2% | +54.5% |
| All | +57.2% | -49.5% | +106.7% | +54.5% |
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