+64.4%
PPL vs AGI
+349.0%
-284.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | -1.2% | +17.4% | -18.6% | -2.2% |
| 30D | +4.2% | -0.9% | +5.2% | +4.2% |
| 3M | +1.5% | -1.6% | +3.1% | +1.4% |
| 6M | +1.0% | -24.7% | +25.7% | +2.4% |
| YTD | +4.4% | -15.3% | +19.7% | +4.5% |
| 1Y | +0.8% | +5.5% | -4.7% | -0.6% |
| 3Y | +56.5% | +154.5% | -98.0% | +44.9% |
| 5Y | +47.7% | +310.6% | -262.9% | +32.4% |
| 10Y | +64.4% | +362.7% | -298.3% | +46.3% |
| All | +64.4% | +349.0% | -284.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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