+66.8%
PPL vs GAP
+12.0%
+54.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +4.3% | -5.4% | +9.7% | +4.8% |
| 3M | +2.9% | +2.9% | 0.0% | +2.2% |
| 6M | +1.1% | -4.4% | +5.5% | +0.9% |
| YTD | +4.5% | -11.6% | +16.0% | +4.6% |
| 1Y | +0.1% | -6.0% | +6.1% | -0.6% |
| 3Y | +55.7% | +78.0% | -22.3% | +34.2% |
| 5Y | +47.6% | +8.5% | +39.1% | +31.9% |
| 10Y | +66.8% | +8.6% | +58.2% | +15.0% |
| All | +66.8% | +12.0% | +54.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling