+191.7%
PH vs PPL
+47.7%
+144.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.3% |
| 7D | -3.9% | +1.0% | -4.9% | -4.3% |
| 30D | -9.4% | +6.8% | -16.2% | -11.9% |
| 3M | -10.3% | +3.9% | -14.2% | -11.8% |
| 6M | +2.7% | -2.0% | +4.7% | +3.2% |
| YTD | +2.1% | +5.3% | -3.1% | -0.6% |
| 1Y | +16.2% | +2.2% | +14.0% | +14.5% |
| 3Y | +129.3% | +56.7% | +72.5% | +79.6% |
| 5Y | +191.7% | +49.1% | +142.7% | +129.5% |
| All | +191.7% | +47.7% | +144.1% | +129.5% |
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