+48.0%
PPL vs COMP
-47.7%
+95.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.6% |
| 30D | +0.5% | -13.3% | +13.8% | +1.1% |
| 3M | +0.7% | +41.1% | -40.5% | -1.1% |
| 6M | -7.6% | +17.2% | -24.8% | -8.8% |
| YTD | +1.8% | +5.2% | -3.4% | +0.8% |
| 1Y | -0.8% | +18.9% | -19.7% | -2.5% |
| 3Y | +56.9% | +215.9% | -159.0% | +42.6% |
| 5Y | +39.5% | -31.2% | +70.7% | +27.8% |
| All | +48.0% | -47.7% | +95.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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