+64.4%
PPL vs A
+328.7%
-264.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | -1.2% | +4.8% | -6.0% | -2.3% |
| 30D | +4.2% | +5.6% | -1.4% | +2.8% |
| 3M | +1.5% | +23.6% | -22.1% | -3.8% |
| 6M | +1.0% | +56.4% | -55.3% | -10.1% |
| YTD | +4.4% | +33.4% | -29.0% | -3.7% |
| 1Y | +0.8% | +23.7% | -22.9% | -5.3% |
| 3Y | +56.5% | +71.0% | -14.5% | +29.5% |
| 5Y | +47.7% | +16.8% | +30.8% | +35.6% |
| 10Y | +64.4% | +323.8% | -259.4% | +6.7% |
| All | +64.4% | +328.7% | -264.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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