+157.1%
PPL vs APTV
+142.3%
+14.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | 0.0% |
| 7D | +0.4% | -10.2% | +10.6% | +2.1% |
| 30D | +5.4% | -10.8% | +16.3% | +7.3% |
| 3M | +4.3% | -14.8% | +19.1% | +6.7% |
| 6M | -1.3% | -30.6% | +29.2% | +3.5% |
| YTD | +4.7% | -48.2% | +52.9% | +14.7% |
| 1Y | +1.3% | -52.0% | +53.2% | +12.4% |
| 3Y | +57.2% | -47.0% | +104.2% | +66.8% |
| 5Y | +48.2% | -77.5% | +125.7% | +81.1% |
| 10Y | +62.7% | -27.0% | +89.7% | +49.3% |
| All | +157.1% | +142.3% | +14.8% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling