+64.4%
PPL vs AME
+465.0%
-400.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.9% |
| 7D | -1.2% | -1.5% | +0.3% | -0.9% |
| 30D | +4.2% | -4.2% | +8.4% | +5.5% |
| 3M | +1.5% | -5.9% | +7.5% | +3.3% |
| 6M | +1.0% | +2.8% | -1.8% | -1.0% |
| YTD | +4.4% | +16.6% | -12.2% | -3.5% |
| 1Y | +0.8% | +22.1% | -21.4% | -8.8% |
| 3Y | +56.5% | +64.7% | -8.2% | +20.5% |
| 5Y | +47.7% | +76.6% | -28.9% | +8.3% |
| 10Y | +64.4% | +443.9% | -379.5% | -3.7% |
| All | +64.4% | +465.0% | -400.6% | -3.7% |
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