+685.4%
PPL vs FFIV
+7,518.9%
-6,833.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | -1.0% | +3.6% | +2.7% |
| 30D | +0.5% | -5.1% | +5.5% | +0.7% |
| 3M | +0.7% | -4.5% | +5.1% | +0.8% |
| 6M | -7.6% | +36.5% | -44.1% | -9.2% |
| YTD | +1.8% | +53.0% | -51.1% | -0.6% |
| 1Y | -0.8% | +24.2% | -25.0% | -2.2% |
| 3Y | +56.9% | +137.2% | -80.3% | +49.2% |
| 5Y | +39.5% | +91.8% | -52.3% | +33.6% |
| 10Y | +55.4% | +215.2% | -159.8% | +44.7% |
| All | +685.4% | +7,518.9% | -6,833.5% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling