+967.1%
PPL vs AU
+793.6%
+173.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +2.7% | -3.6% | +6.3% | +2.9% |
| 30D | +0.5% | +23.9% | -23.4% | -1.3% |
| 3M | +0.7% | +19.1% | -18.4% | -1.0% |
| 6M | -7.6% | -0.2% | -7.4% | -8.3% |
| YTD | +1.8% | +32.5% | -30.6% | -1.4% |
| 1Y | -0.8% | +96.9% | -97.7% | -7.0% |
| 3Y | +56.9% | +614.7% | -557.9% | +31.1% |
| 5Y | +39.5% | +647.7% | -608.2% | +14.6% |
| 10Y | +55.4% | +679.2% | -623.8% | +21.5% |
| All | +967.1% | +793.6% | +173.5% | +665.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling