+61.1%
PPL vs FIVE
+566.1%
-505.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.3% |
| 7D | +1.0% | -1.7% | +2.8% | +1.2% |
| 30D | +6.8% | +14.9% | -8.1% | +5.0% |
| 3M | +3.9% | +7.6% | -3.8% | +2.7% |
| 6M | -2.0% | +6.4% | -8.4% | -3.4% |
| YTD | +5.3% | +28.1% | -22.8% | +1.0% |
| 1Y | +2.2% | +54.7% | -52.5% | -4.4% |
| 3Y | +56.7% | +36.1% | +20.7% | +45.8% |
| 5Y | +49.1% | +14.9% | +34.2% | +39.0% |
| All | +61.1% | +566.1% | -505.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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