+1,808.9%
PPL vs AZO
+43,293.3%
-41,484.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | +0.7% | +1.9% | +2.5% |
| 30D | +0.5% | -2.7% | +3.2% | +0.9% |
| 3M | +0.7% | -3.2% | +3.9% | +1.1% |
| 6M | -7.6% | -19.7% | +12.1% | -4.4% |
| YTD | +1.8% | -12.0% | +13.9% | +3.5% |
| 1Y | -0.8% | -29.5% | +28.8% | +4.8% |
| 3Y | +56.9% | +17.3% | +39.5% | +50.5% |
| 5Y | +39.5% | +94.1% | -54.5% | +21.7% |
| 10Y | +55.4% | +303.3% | -247.9% | +19.1% |
| All | +1,808.9% | +43,293.3% | -41,484.4% | +849.5% |
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