+64.4%
PPL vs FDS
+135.1%
-70.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | -5.0% | +3.7% | +0.1% |
| 30D | +4.2% | +13.8% | -9.5% | +0.6% |
| 3M | +1.5% | +14.8% | -13.3% | -2.8% |
| 6M | +1.0% | +47.4% | -46.3% | -11.0% |
| YTD | +4.4% | +14.2% | -9.8% | -1.5% |
| 1Y | +0.8% | +26.6% | -25.9% | -8.7% |
| 3Y | +56.5% | -24.4% | +80.9% | +67.1% |
| 5Y | +47.7% | -22.6% | +70.3% | +53.5% |
| 10Y | +64.4% | +130.0% | -65.6% | +20.8% |
| All | +64.4% | +135.1% | -70.7% | +20.8% |
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