+1,643.3%
PLD vs PPL
+1,152.8%
+490.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -7.9% | +3.9% | -11.8% | -10.0% |
| 6M | -7.0% | -2.0% | -4.9% | -6.3% |
| YTD | +3.1% | +5.3% | -2.2% | -0.5% |
| 1Y | +7.1% | +2.2% | +4.9% | +4.9% |
| 3Y | +32.9% | +56.7% | -23.8% | +2.7% |
| 5Y | +1.5% | +49.1% | -47.5% | -19.2% |
| 10Y | +245.9% | +63.6% | +182.2% | +153.2% |
| All | +1,643.3% | +1,152.8% | +490.5% | +842.0% |
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