+150.1%
PPL vs APTV
+194.6%
-44.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | +2.7% | +4.8% | -2.1% | +1.9% |
| 30D | +0.5% | +2.0% | -1.5% | 0.0% |
| 3M | +0.7% | -34.2% | +34.9% | +7.3% |
| 6M | -7.6% | -34.7% | +27.1% | -2.0% |
| YTD | +1.8% | -37.0% | +38.8% | +8.3% |
| 1Y | -0.8% | -40.4% | +39.6% | +6.4% |
| 3Y | +56.9% | -54.1% | +111.0% | +72.5% |
| 5Y | +39.5% | -68.0% | +107.5% | +59.9% |
| 10Y | +55.4% | -15.5% | +70.9% | +39.3% |
| All | +150.1% | +194.6% | -44.5% | +98.1% |
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