+15.1%
AGG vs PPL
+52.7%
-37.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.2% | -1.3% | +1.0% | -0.2% |
| 3M | -0.7% | -2.6% | +1.9% | -0.6% |
| 6M | -1.8% | -8.4% | +6.6% | -1.5% |
| YTD | -0.6% | +0.2% | -0.8% | -0.6% |
| 1Y | +0.4% | -0.2% | +0.6% | +0.3% |
| 3Y | +13.2% | +52.9% | -39.7% | +11.3% |
| 5Y | -2.0% | +36.8% | -38.8% | -3.4% |
| 10Y | +15.1% | +57.6% | -42.5% | +12.9% |
| All | +15.1% | +52.7% | -37.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling