+48.5%
PPL vs A
+15.4%
+33.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | +5.4% | +3.4% | +2.1% | +4.9% |
| 3M | +4.3% | +23.8% | -19.6% | +1.1% |
| 6M | -1.3% | +49.0% | -50.3% | -7.1% |
| YTD | +4.7% | +29.4% | -24.7% | +0.6% |
| 1Y | +1.3% | +19.4% | -18.1% | -1.3% |
| 3Y | +57.2% | +66.2% | -9.0% | +39.4% |
| All | +48.5% | +15.4% | +33.1% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling