+2,164.3%
PPL vs AME
+17,569.3%
-15,405.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +2.2% |
| 7D | +1.0% | -11.4% | +12.5% | +3.8% |
| 30D | +6.8% | -12.1% | +18.9% | +9.9% |
| 3M | +3.9% | -12.3% | +16.2% | +6.8% |
| 6M | -2.0% | -4.6% | +2.6% | -1.4% |
| YTD | +5.3% | +9.1% | -3.8% | +2.3% |
| 1Y | +2.2% | +13.3% | -11.1% | -1.7% |
| 3Y | +56.7% | +58.2% | -1.4% | +37.6% |
| 5Y | +49.1% | +63.4% | -14.4% | +29.3% |
| 10Y | +63.6% | +436.7% | -373.1% | +9.0% |
| All | +2,164.3% | +17,569.3% | -15,405.1% | +872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling