+57.2%
PPL vs FDS
-23.2%
+80.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +5.4% | +20.2% | -14.8% | +4.1% |
| 3M | +4.3% | +19.9% | -15.6% | +2.8% |
| 6M | -1.3% | +56.2% | -57.5% | -5.2% |
| YTD | +4.7% | +14.6% | -9.9% | +4.3% |
| 1Y | +1.3% | +31.6% | -30.3% | -1.8% |
| 3Y | +57.2% | -23.8% | +81.0% | +68.0% |
| All | +57.2% | -23.2% | +80.4% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling