+54.2%
PPL vs AME
+416.5%
-362.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +2.7% | +0.6% | +2.0% | +2.4% |
| 30D | +0.5% | -6.7% | +7.1% | +3.2% |
| 3M | +0.7% | +4.1% | -3.4% | -1.3% |
| 6M | -7.6% | +1.6% | -9.2% | -8.9% |
| YTD | +1.8% | +16.1% | -14.3% | -5.2% |
| 1Y | -0.8% | +27.3% | -28.1% | -11.3% |
| 3Y | +56.9% | +50.9% | +6.0% | +26.9% |
| 5Y | +39.5% | +81.4% | -41.9% | +1.8% |
| All | +54.2% | +416.5% | -362.4% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling