+120.2%
PPL vs AMC
-98.1%
+218.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.1% |
| 7D | +2.7% | +2.3% | +0.3% | +2.6% |
| 30D | +0.5% | -0.7% | +1.2% | +0.4% |
| 3M | +0.7% | +35.2% | -34.5% | +0.1% |
| 6M | -7.6% | +124.6% | -132.2% | -8.9% |
| YTD | +1.8% | +69.9% | -68.1% | +0.7% |
| 1Y | -0.8% | -2.6% | +1.8% | -1.1% |
| 3Y | +56.9% | -79.8% | +136.6% | +57.9% |
| 5Y | +39.5% | -99.4% | +138.9% | +44.4% |
| 10Y | +55.4% | -98.9% | +154.3% | +45.3% |
| All | +120.2% | -98.1% | +218.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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