+49.1%
PPL vs ALM
+390.7%
-341.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.3% | +0.9% |
| 7D | +1.0% | -14.5% | +15.6% | +1.2% |
| 30D | +6.8% | -39.0% | +45.9% | +7.4% |
| 3M | +3.9% | -40.3% | +44.1% | +4.4% |
| 6M | -2.0% | -60.3% | +58.3% | -1.2% |
| YTD | +5.3% | -9.8% | +15.0% | +4.4% |
| 1Y | +2.2% | +30.8% | -28.6% | +0.6% |
| 3Y | +56.7% | +772.4% | -715.7% | +46.6% |
| 5Y | +49.1% | +390.7% | -341.7% | +42.1% |
| All | +49.1% | +390.7% | -341.7% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling