+1,173.3%
PPL vs FDS
+9,502.8%
-8,329.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | +2.7% | -1.9% | +4.6% | +3.0% |
| 30D | +0.5% | +9.0% | -8.6% | -1.2% |
| 3M | +0.7% | +18.9% | -18.2% | -2.9% |
| 6M | -7.6% | +35.1% | -42.7% | -13.6% |
| YTD | +1.8% | +5.5% | -3.7% | -0.8% |
| 1Y | -0.8% | -16.8% | +16.1% | +0.6% |
| 3Y | +56.9% | -28.1% | +84.9% | +62.4% |
| 5Y | +39.5% | -17.4% | +56.9% | +39.9% |
| 10Y | +55.4% | +85.4% | -30.1% | +34.6% |
| All | +1,173.3% | +9,502.8% | -8,329.5% | +622.4% |
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