+38.9%
PPL vs AZO
+89.5%
-50.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | +1.8% | -0.5% | +2.2% | +1.9% |
| 30D | -1.1% | -5.6% | +4.5% | 0.0% |
| 3M | 0.0% | -4.0% | +4.0% | +0.6% |
| 6M | -7.6% | -18.9% | +11.4% | -4.2% |
| YTD | +1.7% | -13.0% | +14.7% | +3.7% |
| 1Y | +1.5% | -30.4% | +32.0% | +8.5% |
| 3Y | +55.3% | +12.7% | +42.6% | +48.3% |
| All | +38.9% | +89.5% | -50.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling