+39.4%
PPL vs A
-12.8%
+52.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +0.5% | +6.9% | -6.5% | -0.6% |
| 3M | +0.7% | +9.2% | -8.6% | -0.7% |
| 6M | -7.6% | +25.7% | -33.3% | -10.9% |
| YTD | +1.8% | +11.5% | -9.7% | -0.1% |
| 1Y | -0.8% | +18.4% | -19.1% | -3.9% |
| 3Y | +56.9% | +26.6% | +30.3% | +46.5% |
| All | +39.4% | -12.8% | +52.2% | +31.4% |
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