+67.9%
PPL vs AG
+76.0%
-8.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -0.4% | -10.0% | +9.6% | +0.2% |
| 30D | +2.6% | -10.5% | +13.1% | +3.2% |
| 3M | +0.8% | -27.3% | +28.1% | +2.3% |
| 6M | +1.4% | -43.0% | +44.4% | +4.0% |
| YTD | +4.3% | -17.9% | +22.2% | +3.8% |
| 1Y | +0.8% | +11.9% | -11.2% | -1.8% |
| 3Y | +57.9% | +201.8% | -143.9% | +40.4% |
| 5Y | +48.3% | -0.1% | +48.4% | +38.7% |
| All | +67.9% | +76.0% | -8.1% | +45.6% |
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