+48.5%
PPL vs FND
-61.6%
+110.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +0.4% | +7.7% | -7.3% | -0.4% |
| 30D | +5.4% | +11.9% | -6.4% | +4.1% |
| 3M | +4.3% | -14.6% | +18.8% | +5.6% |
| 6M | -1.3% | +0.5% | -1.8% | -1.9% |
| YTD | +4.7% | -15.8% | +20.5% | +5.4% |
| 1Y | +1.3% | -12.9% | +14.2% | +1.5% |
| 3Y | +57.2% | -34.2% | +91.4% | +58.4% |
| All | +48.5% | -61.6% | +110.1% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling