+129.9%
PPL vs ALM
+7,705.7%
-7,575.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +2.7% | -2.6% | +5.3% | +2.7% |
| 30D | +0.5% | +32.0% | -31.5% | +0.4% |
| 3M | +0.7% | -15.0% | +15.7% | +0.7% |
| 6M | -7.6% | -10.1% | +2.5% | -7.6% |
| YTD | +1.8% | +99.4% | -97.6% | +1.7% |
| 1Y | -0.8% | +316.4% | -317.1% | -1.0% |
| 3Y | +56.9% | +2,022.0% | -1,965.1% | +56.0% |
| 5Y | +39.5% | +941.2% | -901.7% | +38.8% |
| 10Y | +55.4% | +2,950.3% | -2,895.0% | +54.3% |
| All | +129.9% | +7,705.7% | -7,575.9% | +127.4% |
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