+41.7%
PPL vs FND
+57.9%
-16.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -0.4% | -6.8% | +6.5% | +0.5% |
| 30D | +2.6% | +8.0% | -5.3% | +1.4% |
| 3M | +0.8% | -18.9% | +19.7% | +3.3% |
| 6M | +1.4% | +4.7% | -3.3% | 0.0% |
| YTD | +4.3% | -21.6% | +25.9% | +6.2% |
| 1Y | +0.8% | -22.0% | +22.8% | +2.5% |
| 3Y | +57.9% | -40.4% | +98.3% | +62.1% |
| 5Y | +48.3% | -63.8% | +112.1% | +58.9% |
| All | +41.7% | +57.9% | -16.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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