+49.1%
PPL vs COMP
-28.0%
+77.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.2% |
| 7D | +1.0% | -1.8% | +2.8% | +1.1% |
| 30D | +6.8% | -0.8% | +7.6% | +6.8% |
| 3M | +3.9% | -28.1% | +32.0% | +5.3% |
| 6M | -2.0% | +27.0% | -29.0% | -3.8% |
| YTD | +5.3% | -12.8% | +18.0% | +5.0% |
| 1Y | +2.2% | +4.9% | -2.7% | +0.9% |
| 3Y | +56.7% | +321.0% | -264.3% | +39.5% |
| 5Y | +49.1% | -25.6% | +74.7% | +38.8% |
| All | +49.1% | -28.0% | +77.0% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling