+60.2%
PPL vs FFIV
+126.1%
-65.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.4% | -8.1% | +8.5% | +1.6% |
| 30D | +5.4% | -33.4% | +38.8% | +11.3% |
| 3M | +4.3% | -24.7% | +29.0% | +7.7% |
| 6M | -1.3% | -8.8% | +7.5% | -1.8% |
| YTD | +4.7% | +21.8% | -17.1% | -1.7% |
| 1Y | +1.3% | +25.3% | -24.0% | -5.5% |
| 3Y | +57.2% | +101.2% | -43.9% | +29.4% |
| 5Y | +48.2% | +40.2% | +8.0% | +29.5% |
| All | +60.2% | +126.1% | -65.8% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling