+143.0%
PPL vs FIVE
+868.1%
-725.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.6% |
| 7D | +2.7% | +4.3% | -1.6% | +2.2% |
| 30D | +0.5% | +12.5% | -12.1% | -0.9% |
| 3M | +0.7% | +31.2% | -30.6% | -2.5% |
| 6M | -7.6% | +14.4% | -22.0% | -9.5% |
| YTD | +1.8% | +33.9% | -32.1% | -2.2% |
| 1Y | -0.8% | +65.1% | -65.8% | -7.2% |
| 3Y | +56.9% | +49.0% | +7.9% | +44.8% |
| 5Y | +39.5% | +30.3% | +9.2% | +28.0% |
| 10Y | +55.4% | +481.1% | -425.7% | +15.9% |
| All | +143.0% | +868.1% | -725.1% | +71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling