+67.9%
PPL vs FDS
+127.7%
-59.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.4% | +1.5% | -1.8% | -0.8% |
| 30D | +2.6% | +14.8% | -12.2% | -1.2% |
| 3M | +0.8% | +16.3% | -15.5% | -3.8% |
| 6M | +1.4% | +66.2% | -64.8% | -13.8% |
| YTD | +4.3% | +16.2% | -11.9% | -2.1% |
| 1Y | +0.8% | +21.8% | -21.1% | -7.3% |
| 3Y | +57.9% | -23.9% | +81.8% | +68.5% |
| 5Y | +48.3% | -23.1% | +71.4% | +54.9% |
| All | +67.9% | +127.7% | -59.8% | +23.0% |
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