+12.6%
PG vs PPL
+35.6%
-22.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -2.6% | -1.3% | -1.3% | -2.1% |
| 3M | -3.3% | -2.6% | -0.8% | -2.4% |
| 6M | -6.7% | -8.4% | +1.7% | -3.4% |
| YTD | +1.7% | +0.2% | +1.6% | +1.2% |
| 1Y | -7.9% | -0.2% | -7.7% | -8.5% |
| 3Y | +0.9% | +52.9% | -52.0% | -17.3% |
| 5Y | +12.6% | +36.8% | -24.2% | -4.0% |
| All | +12.6% | +35.6% | -22.9% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling