+4,632.4%
PG vs PPL
+2,131.8%
+2,500.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | +10.2% | +3.0% | +7.1% | +9.2% |
| 3M | +16.2% | +1.1% | +15.1% | +15.8% |
| 6M | +18.6% | -0.8% | +19.4% | +18.8% |
| YTD | +20.4% | +3.5% | +16.9% | +18.9% |
| 1Y | +16.2% | -0.9% | +17.1% | +16.1% |
| 3Y | +19.9% | +54.2% | -34.3% | +4.7% |
| 5Y | +30.3% | +46.3% | -16.0% | +15.0% |
| 10Y | +163.1% | +65.0% | +98.1% | +118.2% |
| All | +4,632.4% | +2,131.8% | +2,500.6% | +1,408.7% |
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