+54.0%
PPL vs AU
+643.7%
-589.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +1.8% | -0.3% | +2.0% | +1.8% |
| 30D | -1.1% | +12.8% | -13.8% | -1.9% |
| 3M | 0.0% | +28.5% | -28.4% | -1.8% |
| 6M | -7.6% | +4.8% | -12.4% | -8.4% |
| YTD | +1.7% | +31.0% | -29.2% | -0.9% |
| 1Y | +1.5% | +81.4% | -79.9% | -3.6% |
| 3Y | +55.3% | +618.4% | -563.2% | +32.6% |
| 5Y | +37.7% | +686.3% | -648.6% | +15.8% |
| 10Y | +54.0% | +664.5% | -610.5% | +34.9% |
| All | +54.0% | +643.7% | -589.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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