+47.6%
PPL vs A
+15.8%
+31.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | +4.3% | +4.3% | 0.0% | +3.7% |
| 3M | +2.9% | +19.8% | -16.9% | +0.3% |
| 6M | +1.1% | +54.4% | -53.3% | -5.3% |
| YTD | +4.5% | +31.7% | -27.3% | +0.2% |
| 1Y | +0.1% | +22.4% | -22.3% | -2.8% |
| 3Y | +55.7% | +67.7% | -12.0% | +38.0% |
| 5Y | +47.6% | +15.7% | +31.9% | +35.6% |
| All | +47.6% | +15.8% | +31.8% | +35.6% |
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