+4.4%
PEP vs PPL
+47.4%
-43.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +12.5% | +2.6% | +9.9% | +11.3% |
| 3M | +4.5% | +0.8% | +3.7% | +4.1% |
| 6M | -0.5% | +1.4% | -1.9% | -1.2% |
| YTD | +4.4% | +4.3% | +0.1% | +2.1% |
| 1Y | +4.4% | +0.8% | +3.6% | +3.5% |
| 3Y | -3.4% | +57.9% | -61.3% | -21.4% |
| All | +4.4% | +47.4% | -43.0% | -13.0% |
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