+3,280.0%
PFE vs PPL
+2,096.5%
+1,183.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 6M | +10.5% | -7.6% | +18.1% | +12.9% |
| YTD | +20.2% | +1.8% | +18.3% | +19.0% |
| 1Y | +24.1% | -0.8% | +24.8% | +23.7% |
| 3Y | -3.6% | +56.9% | -60.4% | -17.1% |
| 5Y | -20.9% | +39.5% | -60.4% | -29.9% |
| 10Y | +35.8% | +55.4% | -19.6% | +12.3% |
| All | +3,280.0% | +2,096.5% | +1,183.5% | +946.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling