+54.1%
PPL vs AZO
+296.8%
-242.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.1% | -3.6% | +1.4% | -1.1% |
| 30D | -3.1% | -5.6% | +2.5% | -1.5% |
| 3M | -3.1% | -6.6% | +3.6% | -1.4% |
| 6M | -8.0% | -22.5% | +14.5% | -1.6% |
| YTD | -0.3% | -15.2% | +14.8% | +3.3% |
| 1Y | -2.2% | -33.9% | +31.7% | +9.2% |
| 3Y | +50.4% | +11.8% | +38.6% | +40.6% |
| 5Y | +36.9% | +85.5% | -48.7% | +5.4% |
| All | +54.1% | +296.8% | -242.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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