+137.7%
PPL vs ALM
+3,431.9%
-3,294.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.6% | +10.3% | +0.8% |
| 7D | +1.0% | -14.5% | +15.6% | +1.1% |
| 30D | +6.8% | -39.0% | +45.9% | +6.9% |
| 3M | +3.9% | -40.3% | +44.1% | +3.9% |
| 6M | -2.0% | -60.3% | +58.3% | -1.9% |
| YTD | +5.3% | -9.8% | +15.0% | +5.2% |
| 1Y | +2.2% | +30.8% | -28.6% | +2.1% |
| 3Y | +56.7% | +772.4% | -715.7% | +56.1% |
| 5Y | +49.1% | +390.7% | -341.7% | +48.5% |
| 10Y | +63.6% | +2,028.5% | -1,964.9% | +62.6% |
| All | +137.7% | +3,431.9% | -3,294.2% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling