+65.7%
PPL vs AG
+80.4%
-14.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | -0.2% |
| 7D | -2.2% | -6.0% | +3.8% | -1.9% |
| 30D | +1.7% | -14.3% | +16.0% | +2.4% |
| 3M | +0.1% | -26.9% | +27.0% | +1.6% |
| 6M | -1.5% | -42.1% | +40.6% | +0.9% |
| YTD | +3.0% | -15.9% | +18.8% | +2.4% |
| 1Y | -1.4% | +11.5% | -13.0% | -3.9% |
| 3Y | +53.5% | +208.0% | -154.5% | +36.3% |
| 5Y | +46.4% | +2.4% | +44.0% | +36.8% |
| All | +65.7% | +80.4% | -14.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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