+39.4%
PPL vs AME
+82.5%
-43.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.7% | +0.6% | +2.0% | +2.5% |
| 30D | +0.5% | -6.7% | +7.1% | +2.2% |
| 3M | +0.7% | +4.1% | -3.4% | -0.6% |
| 6M | -7.6% | +1.6% | -9.2% | -8.4% |
| YTD | +1.8% | +16.1% | -14.3% | -3.0% |
| 1Y | -0.8% | +27.3% | -28.1% | -8.3% |
| 3Y | +56.9% | +50.9% | +6.0% | +33.4% |
| All | +39.4% | +82.5% | -43.1% | +3.5% |
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