+857.3%
PPL vs A
+535.2%
+322.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.2% |
| 7D | +1.0% | -5.2% | +6.2% | +1.7% |
| 30D | +6.8% | +1.4% | +5.4% | +6.6% |
| 3M | +3.9% | +21.9% | -18.1% | +1.1% |
| 6M | -2.0% | +46.7% | -48.7% | -7.0% |
| YTD | +5.3% | +27.2% | -21.9% | +1.4% |
| 1Y | +2.2% | +17.9% | -15.7% | -0.6% |
| 3Y | +56.7% | +61.1% | -4.4% | +44.9% |
| 5Y | +49.1% | +13.8% | +35.2% | +42.9% |
| 10Y | +63.6% | +318.8% | -255.2% | +34.5% |
| All | +857.3% | +535.2% | +322.0% | +556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling