+57.9%
PPL vs AGI
+127.5%
-69.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -0.4% | -10.1% | +9.8% | +0.3% |
| 30D | +2.6% | -6.5% | +9.2% | +2.9% |
| 3M | +0.8% | -12.8% | +13.6% | +1.4% |
| 6M | +1.4% | -34.3% | +35.7% | +4.0% |
| YTD | +4.3% | -25.6% | +29.9% | +5.2% |
| 1Y | +0.8% | -14.2% | +15.0% | 0.0% |
| 3Y | +57.9% | +127.3% | -69.4% | +33.5% |
| All | +57.9% | +127.5% | -69.5% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling