+35.8%
PFE vs PPL
+54.8%
-19.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | +2.7% | -0.9% | +0.9% |
| 30D | +10.2% | +0.5% | +9.8% | +10.0% |
| 3M | +12.7% | +0.7% | +12.0% | +12.2% |
| 6M | +10.5% | -7.6% | +18.1% | +13.0% |
| YTD | +20.2% | +1.8% | +18.3% | +18.9% |
| 1Y | +24.1% | -0.8% | +24.8% | +23.6% |
| 3Y | -3.6% | +56.9% | -60.4% | -18.1% |
| 5Y | -20.9% | +39.5% | -60.4% | -30.6% |
| All | +35.8% | +54.8% | -19.0% | +10.2% |
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