+112.7%
PG vs PPL
+57.8%
+54.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | -1.5% | -2.2% | +0.7% | -0.7% |
| 3M | -3.4% | -3.1% | -0.3% | -2.3% |
| 6M | -7.0% | -8.1% | +1.1% | -4.0% |
| YTD | +2.0% | 0.0% | +1.9% | +1.6% |
| 1Y | -6.5% | -1.3% | -5.1% | -6.5% |
| 3Y | +1.2% | +52.7% | -51.5% | -15.2% |
| 5Y | +12.8% | +37.4% | -24.6% | -2.2% |
| All | +112.7% | +57.8% | +54.9% | +67.5% |
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