+3,558.0%
PFE vs PPL
+2,153.2%
+1,404.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.6% | +1.8% | +2.8% | +4.0% |
| 30D | +12.3% | +8.4% | +3.9% | +9.6% |
| 3M | +21.2% | +2.4% | +18.8% | +20.2% |
| 6M | +21.1% | -4.0% | +25.0% | +22.3% |
| YTD | +30.0% | +4.5% | +25.6% | +27.7% |
| 1Y | +35.6% | +1.7% | +33.9% | +34.2% |
| 3Y | +19.5% | +55.5% | -36.1% | +3.0% |
| 5Y | -9.3% | +47.0% | -56.3% | -21.0% |
| 10Y | +70.4% | +62.4% | +8.0% | +39.1% |
| All | +3,558.0% | +2,153.2% | +1,404.8% | +1,023.6% |
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