+161.8%
PPL vs AG
+287.4%
-125.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | +1.0% | -2.9% | +3.9% | +1.2% |
| 30D | +6.8% | -15.1% | +21.9% | +7.8% |
| 3M | +3.9% | -15.4% | +19.2% | +4.6% |
| 6M | -2.0% | -21.9% | +19.9% | -1.2% |
| YTD | +5.3% | -10.4% | +15.7% | +4.3% |
| 1Y | +2.2% | +39.8% | -37.6% | -2.0% |
| 3Y | +56.7% | +209.5% | -152.8% | +38.5% |
| 5Y | +49.1% | +12.5% | +36.6% | +38.3% |
| 10Y | +63.6% | +79.5% | -15.8% | +38.2% |
| All | +161.8% | +287.4% | -125.6% | +58.0% |
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