+41.8%
PPL vs FGI
-70.0%
+111.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | +4.3% | -3.4% | +7.6% | +4.3% |
| 3M | +2.9% | +61.8% | -58.8% | +2.9% |
| 6M | +1.1% | +17.0% | -15.9% | +1.1% |
| YTD | +4.5% | +31.4% | -27.0% | +4.5% |
| 1Y | +0.1% | +42.7% | -42.6% | +0.2% |
| 3Y | +55.7% | -0.1% | +55.8% | +56.8% |
| All | +41.8% | -70.0% | +111.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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