+236.9%
PLD vs PPL
+54.8%
+182.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.4% | +2.7% | -5.0% | -3.9% |
| 30D | -2.4% | +0.5% | -2.9% | -2.8% |
| 3M | -3.8% | +0.7% | -4.5% | -4.4% |
| 6M | 0.0% | -7.6% | +7.6% | +4.4% |
| YTD | +9.2% | +1.8% | +7.4% | +7.2% |
| 1Y | +25.9% | -0.8% | +26.7% | +25.2% |
| 3Y | +21.3% | +56.9% | -35.6% | -10.4% |
| 5Y | +14.1% | +39.5% | -25.4% | -9.2% |
| All | +236.9% | +54.8% | +182.1% | +139.1% |
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