+54.2%
PPL vs ALL
+370.7%
-316.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +2.7% | 0.0% | +2.6% | +2.6% |
| 30D | +0.5% | -1.5% | +1.9% | +0.8% |
| 3M | +0.7% | +23.6% | -23.0% | -8.2% |
| 6M | -7.6% | +22.3% | -29.9% | -15.6% |
| YTD | +1.8% | +26.5% | -24.7% | -8.6% |
| 1Y | -0.8% | +27.0% | -27.8% | -11.3% |
| 3Y | +56.9% | +149.6% | -92.7% | +2.4% |
| 5Y | +39.5% | +118.1% | -78.6% | -6.3% |
| All | +54.2% | +370.7% | -316.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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