+67.9%
PPL vs FE
+126.1%
-58.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | +2.6% | +4.5% | -1.9% | +0.1% |
| 3M | +0.8% | +1.3% | -0.5% | +0.1% |
| 6M | +1.4% | +8.7% | -7.2% | -3.2% |
| YTD | +4.3% | +9.2% | -4.9% | -0.6% |
| 1Y | +0.8% | +7.0% | -6.2% | -2.8% |
| 3Y | +57.9% | +51.4% | +6.5% | +24.8% |
| 5Y | +48.3% | +47.7% | +0.6% | +18.7% |
| All | +67.9% | +126.1% | -58.2% | +12.3% |
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