+47.7%
PPL vs FFIV
+42.4%
+5.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.5% |
| 7D | -1.2% | -2.1% | +0.9% | -1.1% |
| 30D | +4.2% | -33.8% | +38.0% | +7.6% |
| 3M | +1.5% | -20.6% | +22.1% | +2.9% |
| 6M | +1.0% | -10.2% | +11.3% | +0.6% |
| YTD | +4.4% | +24.5% | -20.1% | -1.1% |
| 1Y | +0.8% | +29.3% | -28.5% | -5.1% |
| 3Y | +56.5% | +103.8% | -47.3% | +30.3% |
| 5Y | +47.7% | +40.9% | +6.8% | +26.1% |
| All | +47.7% | +42.4% | +5.3% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling