+116.7%
PPL vs AR
-27.2%
+143.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +0.5% | +14.8% | -14.3% | -0.5% |
| 3M | +0.7% | +6.2% | -5.6% | +0.1% |
| 6M | -7.6% | +4.3% | -11.9% | -8.1% |
| YTD | +1.8% | +14.4% | -12.5% | +0.5% |
| 1Y | -0.8% | +21.3% | -22.1% | -2.6% |
| 3Y | +56.9% | +39.8% | +17.1% | +50.6% |
| 5Y | +39.5% | +142.1% | -102.6% | +27.1% |
| 10Y | +55.4% | +52.0% | +3.3% | +20.5% |
| All | +116.7% | -27.2% | +143.9% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling