+1,839.6%
PPL vs AZO
+46,994.3%
-45,154.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.0% | -2.6% | +1.7% | -0.5% |
| 30D | +3.0% | +11.7% | -8.7% | +1.0% |
| 3M | +1.1% | +6.4% | -5.3% | -0.1% |
| 6M | -0.8% | -5.5% | +4.8% | -0.1% |
| YTD | +3.5% | -4.5% | +8.0% | +3.6% |
| 1Y | -0.9% | -13.8% | +12.9% | +0.9% |
| 3Y | +54.2% | +19.8% | +34.4% | +47.4% |
| 5Y | +46.3% | +71.6% | -25.3% | +30.2% |
| 10Y | +65.0% | +331.5% | -266.4% | +24.8% |
| All | +1,839.6% | +46,994.3% | -45,154.7% | +849.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling