+66.8%
PPL vs ALL
+372.0%
-305.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -1.1% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +4.3% | +13.8% | -9.5% | -1.0% |
| 3M | +2.9% | -2.8% | +5.7% | +3.7% |
| 6M | +1.1% | +23.7% | -22.6% | -8.1% |
| YTD | +4.5% | +27.3% | -22.8% | -6.7% |
| 1Y | +0.1% | +30.5% | -30.4% | -11.6% |
| 3Y | +55.7% | +113.0% | -57.3% | +8.9% |
| 5Y | +47.6% | +157.6% | -110.0% | -9.3% |
| 10Y | +66.8% | +368.4% | -301.5% | -14.7% |
| All | +66.8% | +372.0% | -305.1% | -14.7% |
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