-1.4%
PPL vs ALM
+7.9%
-9.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.5% |
| 7D | -2.2% | -4.0% | +1.8% | -2.2% |
| 30D | +1.7% | -30.5% | +32.2% | +1.5% |
| 3M | +0.1% | -46.9% | +47.0% | -0.1% |
| 6M | -1.5% | -65.5% | +64.0% | -2.1% |
| YTD | +3.0% | -13.4% | +16.4% | +2.0% |
| 1Y | -1.4% | +9.8% | -11.2% | -3.3% |
| All | -1.4% | +7.9% | -9.4% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling