+16.2%
PFE vs PPL
+56.9%
-40.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.1% |
| 7D | -0.2% | +1.0% | -1.3% | -0.5% |
| 30D | +8.7% | +6.8% | +1.8% | +6.9% |
| 3M | +15.8% | +3.9% | +11.9% | +14.6% |
| 6M | +16.8% | -2.0% | +18.9% | +17.3% |
| YTD | +26.2% | +5.3% | +20.9% | +23.9% |
| 1Y | +29.9% | +2.2% | +27.7% | +28.7% |
| All | +16.2% | +56.9% | -40.7% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling