+4.7%
PEP vs PPL
+39.5%
-34.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +2.7% | -4.1% | -2.5% |
| 30D | +0.2% | +0.5% | -0.2% | 0.0% |
| 3M | -1.1% | +0.7% | -1.8% | -1.5% |
| 6M | -13.5% | -7.6% | -5.9% | -10.8% |
| YTD | -1.2% | +1.8% | -3.0% | -2.4% |
| 1Y | -1.6% | -0.8% | -0.8% | -1.9% |
| 3Y | -12.5% | +56.9% | -69.4% | -28.8% |
| All | +4.7% | +39.5% | -34.8% | -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