+52.2%
PPL vs COMP
-52.0%
+104.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -1.0% |
| 7D | +0.4% | +13.4% | -13.0% | -0.2% |
| 30D | +5.4% | +11.1% | -5.6% | +4.8% |
| 3M | +4.3% | -18.8% | +23.1% | +5.0% |
| 6M | -1.3% | +10.5% | -11.8% | -2.2% |
| YTD | +4.7% | -3.4% | +8.1% | +3.9% |
| 1Y | +1.3% | +19.7% | -18.4% | -0.6% |
| 3Y | +57.2% | +381.6% | -324.4% | +39.7% |
| 5Y | +48.2% | -17.6% | +65.8% | +35.5% |
| All | +52.2% | -52.0% | +104.2% | +41.0% |
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