+235.8%
PLD vs PPL
+62.9%
+172.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +0.4% | +1.0% | -0.6% | -0.2% |
| 30D | -0.1% | +6.8% | -6.9% | -4.0% |
| 3M | -7.9% | +3.9% | -11.8% | -10.2% |
| 6M | -7.0% | -2.0% | -4.9% | -6.2% |
| YTD | +3.1% | +5.3% | -2.2% | -1.0% |
| 1Y | +7.1% | +2.2% | +4.9% | +4.6% |
| 3Y | +32.9% | +56.7% | -23.8% | -1.4% |
| 5Y | +1.5% | +49.1% | -47.5% | -22.2% |
| All | +235.8% | +62.9% | +172.9% | +130.1% |
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