+49.1%
PPL vs FDS
-19.3%
+68.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.0% | +6.4% | -5.3% | +0.1% |
| 30D | +6.8% | +25.2% | -18.3% | +3.3% |
| 3M | +3.9% | +22.9% | -19.1% | +0.4% |
| 6M | -2.0% | +56.5% | -58.5% | -9.7% |
| YTD | +5.3% | +19.0% | -13.7% | +2.4% |
| 1Y | +2.2% | +32.7% | -30.5% | -3.7% |
| 3Y | +56.7% | -20.4% | +77.1% | +68.4% |
| 5Y | +49.1% | -19.6% | +68.7% | +52.8% |
| All | +49.1% | -19.3% | +68.3% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling