+39.4%
PPL vs FN
+289.0%
-249.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | +2.7% | -1.7% | +4.3% | +2.7% |
| 30D | +0.5% | -22.0% | +22.4% | +1.0% |
| 3M | +0.7% | -43.0% | +43.7% | +2.0% |
| 6M | -7.6% | -27.7% | +20.1% | -7.3% |
| YTD | +1.8% | -10.5% | +12.3% | +1.2% |
| 1Y | -0.8% | +12.5% | -13.2% | -2.5% |
| 3Y | +56.9% | +153.8% | -96.9% | +42.4% |
| All | +39.4% | +289.0% | -249.6% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling