+65.7%
PPL vs FE
+123.7%
-58.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.0% |
| 30D | +1.7% | +3.9% | -2.2% | -0.5% |
| 3M | +0.1% | -0.1% | +0.2% | +0.2% |
| 6M | -1.5% | +6.1% | -7.6% | -4.7% |
| YTD | +3.0% | +8.1% | -5.1% | -1.3% |
| 1Y | -1.4% | +4.4% | -5.9% | -3.6% |
| 3Y | +53.5% | +49.0% | +4.5% | +22.4% |
| 5Y | +46.4% | +46.1% | +0.3% | +17.9% |
| All | +65.7% | +123.7% | -58.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling