+473.5%
PPL vs AGI
+5,459.2%
-4,985.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.1% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +0.5% | +18.2% | -17.8% | -0.4% |
| 3M | +0.7% | -4.1% | +4.8% | +0.7% |
| 6M | -7.6% | -28.7% | +21.1% | -6.5% |
| YTD | +1.8% | -4.0% | +5.8% | +1.4% |
| 1Y | -0.8% | +17.4% | -18.2% | -2.2% |
| 3Y | +56.9% | +203.0% | -146.1% | +47.3% |
| 5Y | +39.5% | +376.7% | -337.1% | +27.8% |
| 10Y | +55.4% | +407.5% | -352.1% | +38.4% |
| All | +473.5% | +5,459.2% | -4,985.7% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling