+66.6%
PPL vs ALM
+2,079.4%
-2,012.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.2% | +7.3% | +0.1% |
| 7D | 0.0% | -6.3% | +6.4% | +0.1% |
| 30D | +4.3% | -31.4% | +35.7% | +4.7% |
| 3M | +2.9% | -40.6% | +43.5% | +3.5% |
| 6M | +1.1% | -58.6% | +59.7% | +1.9% |
| YTD | +4.5% | -7.6% | +12.1% | +3.9% |
| 1Y | +0.1% | +13.8% | -13.7% | -0.8% |
| 3Y | +55.7% | +842.1% | -786.4% | +48.5% |
| 5Y | +47.6% | +407.4% | -359.8% | +41.2% |
| All | +66.6% | +2,079.4% | -2,012.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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