+12.0%
HON vs PPL
+47.4%
-35.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +7.5% | +2.6% | +4.8% | +6.2% |
| 3M | -4.3% | +0.8% | -5.1% | -4.8% |
| 6M | -1.5% | +1.4% | -3.0% | -2.4% |
| YTD | +10.5% | +4.3% | +6.2% | +7.8% |
| 1Y | +8.5% | +0.8% | +7.8% | +7.5% |
| 3Y | +28.0% | +57.9% | -29.9% | -0.6% |
| All | +12.0% | +47.4% | -35.4% | -10.7% |
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