+63.3%
PFE vs PPL
+62.9%
+0.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.2% |
| 7D | -0.2% | +1.0% | -1.3% | -0.6% |
| 30D | +8.7% | +6.8% | +1.8% | +6.4% |
| 3M | +15.8% | +3.9% | +11.9% | +14.2% |
| 6M | +16.8% | -2.0% | +18.9% | +17.4% |
| YTD | +26.2% | +5.3% | +20.9% | +23.5% |
| 1Y | +29.9% | +2.2% | +27.7% | +28.3% |
| 3Y | +15.9% | +56.7% | -40.8% | -1.4% |
| 5Y | -20.6% | +49.1% | -69.7% | -31.9% |
| All | +63.3% | +62.9% | +0.4% | +33.2% |
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