+67.9%
PPL vs A
+302.9%
-235.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | +2.6% | 0.0% | +2.7% | +2.5% |
| 3M | +0.8% | +16.7% | -15.9% | -3.2% |
| 6M | +1.4% | +54.8% | -53.4% | -9.6% |
| YTD | +4.3% | +28.8% | -24.5% | -3.1% |
| 1Y | +0.8% | +19.3% | -18.6% | -4.5% |
| 3Y | +57.9% | +65.5% | -7.6% | +31.5% |
| 5Y | +48.3% | +12.1% | +36.3% | +37.7% |
| All | +67.9% | +302.9% | -235.0% | +9.3% |
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