+56.6%
PPL vs FND
-35.3%
+92.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -1.0% | -4.4% | +3.4% | -0.6% |
| 30D | +3.0% | +14.5% | -11.5% | +1.8% |
| 3M | +1.1% | -15.6% | +16.7% | +2.2% |
| 6M | -0.8% | +4.7% | -5.5% | -1.4% |
| YTD | +3.5% | -16.1% | +19.6% | +3.9% |
| 1Y | -0.9% | -16.0% | +15.1% | -0.5% |
| All | +56.6% | -35.3% | +92.0% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling