+4,650.8%
PG vs PPL
+2,151.9%
+2,498.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +2.9% | -1.2% | +4.1% | +3.3% |
| 30D | +12.0% | +4.2% | +7.8% | +10.7% |
| 3M | +16.2% | +1.5% | +14.7% | +15.7% |
| 6M | +16.6% | +1.0% | +15.5% | +16.1% |
| YTD | +20.9% | +4.4% | +16.5% | +19.0% |
| 1Y | +17.8% | +0.8% | +17.1% | +17.2% |
| 3Y | +21.2% | +56.5% | -35.3% | +5.4% |
| 5Y | +31.7% | +47.7% | -16.0% | +15.9% |
| 10Y | +156.9% | +64.4% | +92.5% | +113.2% |
| All | +4,650.8% | +2,151.9% | +2,498.8% | +1,410.4% |
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