-1.4%
AGG vs PPL
+39.3%
-40.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | +1.8% | -1.6% | 0.0% |
| 30D | -0.4% | -1.1% | +0.7% | -0.3% |
| 3M | -0.3% | 0.0% | -0.3% | -0.3% |
| 6M | -1.2% | -7.6% | +6.4% | -0.6% |
| YTD | -0.4% | +1.7% | -2.1% | -0.6% |
| 1Y | +0.4% | +1.5% | -1.1% | +0.1% |
| 3Y | +13.4% | +55.3% | -41.8% | +8.1% |
| 5Y | -1.4% | +37.7% | -39.1% | -5.3% |
| All | -1.4% | +39.3% | -40.7% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling