-0.9%
PPL vs AZO
-13.3%
+12.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -1.0% | -2.6% | +1.7% | -0.6% |
| 30D | +3.0% | +11.7% | -8.7% | +1.8% |
| 3M | +1.1% | +6.4% | -5.3% | +0.3% |
| 6M | -0.8% | -5.5% | +4.8% | -0.8% |
| YTD | +3.5% | -4.5% | +8.0% | +2.7% |
| 1Y | -0.9% | -13.8% | +12.9% | -0.7% |
| All | -0.9% | -13.3% | +12.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling