+47.1%
PPL vs AME
+77.7%
-30.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.4% | +5.9% | -6.2% | -1.7% |
| 30D | +2.6% | -1.9% | +4.6% | +2.9% |
| 3M | +0.8% | -5.4% | +6.2% | +1.9% |
| 6M | +1.4% | +4.9% | -3.5% | -0.4% |
| YTD | +4.3% | +18.5% | -14.2% | -1.6% |
| 1Y | +0.8% | +25.5% | -24.7% | -6.6% |
| 3Y | +57.9% | +63.0% | -5.1% | +29.2% |
| All | +47.1% | +77.7% | -30.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling