+220.7%
PPL vs FN
+3,020.0%
-2,799.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.3% |
| 7D | +1.8% | -7.0% | +8.8% | +2.1% |
| 30D | +8.4% | -24.7% | +33.1% | +9.8% |
| 3M | +2.4% | -35.7% | +38.0% | +4.3% |
| 6M | -4.0% | -52.4% | +48.5% | -1.0% |
| YTD | +4.5% | -25.0% | +29.4% | +4.2% |
| 1Y | +1.7% | -25.7% | +27.4% | +1.3% |
| 3Y | +55.5% | +110.2% | -54.7% | +41.1% |
| 5Y | +47.0% | +192.3% | -145.3% | +28.3% |
| 10Y | +62.4% | +812.3% | -749.9% | +30.5% |
| All | +220.7% | +3,020.0% | -2,799.3% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling