+1,218.6%
PPL vs FE
+566.1%
+652.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.0% | +0.6% | +0.5% | +0.7% |
| 30D | +6.8% | +6.4% | +0.4% | +3.0% |
| 3M | +3.9% | -0.5% | +4.3% | +4.2% |
| 6M | -2.0% | +4.7% | -6.8% | -4.5% |
| YTD | +5.3% | +8.4% | -3.1% | +0.6% |
| 1Y | +2.2% | +7.2% | -5.0% | -1.7% |
| 3Y | +56.7% | +44.9% | +11.8% | +25.7% |
| 5Y | +49.1% | +46.3% | +2.8% | +18.5% |
| 10Y | +63.6% | +110.3% | -46.6% | -1.4% |
| All | +1,218.6% | +566.1% | +652.5% | +229.2% |
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