+91.9%
PPL vs FWONK
+330.0%
-238.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.4% | +2.5% | -2.9% | -0.9% |
| 30D | +2.6% | +20.0% | -17.3% | -1.0% |
| 3M | +0.8% | +5.2% | -4.4% | -0.4% |
| 6M | +1.4% | +18.7% | -17.3% | -2.3% |
| YTD | +4.3% | +10.7% | -6.4% | +1.6% |
| 1Y | +0.8% | +8.2% | -7.5% | -1.5% |
| 3Y | +57.9% | +64.6% | -6.7% | +40.0% |
| 5Y | +48.3% | +92.5% | -44.2% | +24.8% |
| 10Y | +66.4% | +285.3% | -218.9% | +16.4% |
| All | +91.9% | +330.0% | -238.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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