+1.7%
PPL vs FFIV
+33.5%
-31.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +1.8% | -9.8% | +11.6% | +1.1% |
| 30D | +8.4% | -28.1% | +36.5% | +6.2% |
| 3M | +2.4% | -20.0% | +22.4% | +1.5% |
| 6M | -4.0% | -0.1% | -3.9% | -4.2% |
| YTD | +4.5% | +29.2% | -24.7% | +3.4% |
| 1Y | +1.7% | +36.6% | -34.9% | +0.1% |
| All | +1.7% | +33.5% | -31.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling