+4,006.0%
PG vs PPL
+2,096.5%
+1,909.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.0% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +4.8% | +0.7% | +4.1% | +4.5% |
| 6M | -6.1% | -7.6% | +1.5% | -4.0% |
| YTD | +4.5% | +1.8% | +2.6% | +3.7% |
| 1Y | -5.3% | -0.8% | -4.5% | -5.4% |
| 3Y | +2.6% | +56.9% | -54.3% | -11.0% |
| 5Y | +15.6% | +39.5% | -23.9% | +3.4% |
| 10Y | +118.0% | +55.4% | +62.6% | +83.7% |
| All | +4,006.0% | +2,096.5% | +1,909.6% | +1,215.2% |
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