+38.3%
PPL vs FND
+66.0%
-27.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +2.7% | -5.2% | +7.9% | +3.3% |
| 30D | +0.5% | -19.9% | +20.3% | +3.3% |
| 3M | +0.7% | +2.7% | -2.1% | -0.1% |
| 6M | -7.6% | -21.7% | +14.1% | -5.3% |
| YTD | +1.8% | -17.5% | +19.3% | +3.3% |
| 1Y | -0.8% | -39.3% | +38.5% | +4.6% |
| 3Y | +56.9% | -49.8% | +106.6% | +65.6% |
| 5Y | +39.5% | -60.1% | +99.6% | +47.5% |
| All | +38.3% | +66.0% | -27.8% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling