+65.7%
PPL vs AR
+57.2%
+8.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -2.2% | +6.4% | -8.6% | -2.6% |
| 30D | +1.7% | +3.1% | -1.4% | +1.4% |
| 3M | +0.1% | +3.3% | -3.2% | -0.2% |
| 6M | -1.5% | +6.6% | -8.1% | -2.3% |
| YTD | +3.0% | +12.3% | -9.4% | +1.6% |
| 1Y | -1.4% | +12.3% | -13.8% | -2.8% |
| 3Y | +53.5% | +50.4% | +3.0% | +46.1% |
| 5Y | +46.4% | +101.0% | -54.6% | +34.5% |
| All | +65.7% | +57.2% | +8.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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