+65.0%
PPL vs FDS
+132.8%
-67.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.7% |
| 7D | -1.0% | -2.1% | +1.2% | -0.4% |
| 30D | +3.0% | +16.0% | -13.0% | -1.1% |
| 3M | +1.1% | +18.8% | -17.7% | -4.0% |
| 6M | -0.8% | +54.1% | -54.9% | -13.7% |
| YTD | +3.5% | +17.0% | -13.5% | -3.1% |
| 1Y | -0.9% | +25.5% | -26.4% | -9.7% |
| 3Y | +54.2% | -23.3% | +77.5% | +64.2% |
| 5Y | +46.3% | -22.6% | +68.9% | +52.6% |
| 10Y | +65.0% | +130.2% | -65.2% | +20.7% |
| All | +65.0% | +132.8% | -67.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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