+1,216.5%
PPL vs FDS
+10,727.5%
-9,511.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +3.9% | +22.9% | -19.1% | -0.3% |
| 6M | -2.0% | +56.5% | -58.5% | -10.7% |
| YTD | +5.3% | +19.0% | -13.7% | +0.1% |
| 1Y | +2.2% | +32.7% | -30.5% | -5.0% |
| 3Y | +56.7% | -20.4% | +77.1% | +58.9% |
| 5Y | +49.1% | -19.6% | +68.7% | +49.9% |
| 10Y | +63.6% | +148.5% | -84.9% | +34.8% |
| All | +1,216.5% | +10,727.5% | -9,511.0% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling