+54.2%
PPL vs FN
+900.0%
-845.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | +2.7% | -1.7% | +4.3% | +2.8% |
| 30D | +0.5% | -22.0% | +22.4% | +1.7% |
| 3M | +0.7% | -43.0% | +43.7% | +3.5% |
| 6M | -7.6% | -27.7% | +20.1% | -7.0% |
| YTD | +1.8% | -10.5% | +12.3% | +0.6% |
| 1Y | -0.8% | +12.5% | -13.2% | -3.9% |
| 3Y | +56.9% | +153.8% | -96.9% | +36.3% |
| 5Y | +39.5% | +288.0% | -248.5% | +12.8% |
| All | +54.2% | +900.0% | -845.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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