+710.0%
PH vs PPL
+65.2%
+644.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +6.9% | -1.0% | +7.8% | +7.4% |
| 30D | +1.7% | +3.0% | -1.4% | -0.3% |
| 3M | -8.1% | +1.1% | -9.3% | -9.1% |
| 6M | +11.5% | -0.8% | +12.3% | +11.3% |
| YTD | +11.4% | +3.5% | +7.9% | +8.0% |
| 1Y | +14.1% | -0.9% | +15.0% | +13.3% |
| 3Y | +138.2% | +54.2% | +84.0% | +75.6% |
| 5Y | +216.0% | +46.3% | +169.7% | +137.4% |
| 10Y | +710.0% | +65.0% | +644.9% | +454.8% |
| All | +710.0% | +65.2% | +644.7% | +454.8% |
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