+153.3%
PPL vs AG
+445.6%
-292.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | +2.7% | +1.0% | +1.6% | +2.6% |
| 30D | +0.5% | +19.2% | -18.7% | -0.8% |
| 3M | +0.7% | +6.2% | -5.5% | -0.2% |
| 6M | -7.6% | -26.7% | +19.1% | -6.5% |
| YTD | +1.8% | +26.1% | -24.3% | -1.2% |
| 1Y | -0.8% | +131.7% | -132.4% | -8.1% |
| 3Y | +56.9% | +255.3% | -198.5% | +37.5% |
| 5Y | +39.5% | +61.9% | -22.4% | +26.6% |
| 10Y | +55.4% | +72.0% | -16.6% | +32.0% |
| All | +153.3% | +445.6% | -292.4% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling