+1.3%
PPL vs FND
-16.0%
+17.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +0.4% | +7.7% | -7.3% | -0.3% |
| 30D | +5.4% | +11.9% | -6.4% | +4.3% |
| 3M | +4.3% | -14.6% | +18.8% | +5.2% |
| 6M | -1.3% | +0.5% | -1.8% | -1.7% |
| YTD | +4.7% | -15.8% | +20.5% | +4.4% |
| 1Y | +1.3% | -12.9% | +14.2% | +0.4% |
| All | +1.3% | -16.0% | +17.2% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling