+1,175.4%
PPL vs FE
+561.4%
+613.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.7% | +1.9% | +0.7% | +1.5% |
| 30D | +0.5% | -1.2% | +1.6% | +1.2% |
| 3M | +0.7% | +3.5% | -2.8% | -1.3% |
| 6M | -7.6% | -6.1% | -1.5% | -4.0% |
| YTD | +1.8% | +7.6% | -5.8% | -2.3% |
| 1Y | -0.8% | +11.9% | -12.7% | -6.9% |
| 3Y | +56.9% | +48.4% | +8.4% | +24.1% |
| 5Y | +39.5% | +44.8% | -5.3% | +11.4% |
| 10Y | +55.4% | +115.9% | -60.5% | -7.9% |
| All | +1,175.4% | +561.4% | +613.9% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling