+39.4%
PPL vs FDS
-17.4%
+56.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | +2.7% | -1.9% | +4.6% | +2.9% |
| 30D | +0.5% | +9.0% | -8.6% | -1.0% |
| 3M | +0.7% | +18.9% | -18.2% | -2.3% |
| 6M | -7.6% | +35.1% | -42.7% | -13.0% |
| YTD | +1.8% | +5.5% | -3.7% | +1.0% |
| 1Y | -0.8% | -16.8% | +16.1% | +4.4% |
| 3Y | +56.9% | -28.1% | +84.9% | +70.2% |
| All | +39.4% | -17.4% | +56.8% | +42.1% |
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