+48.5%
PPL vs GAP
+5.0%
+43.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.6% | -0.3% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | +5.4% | -9.0% | +14.5% | +5.9% |
| 3M | +4.3% | +5.5% | -1.2% | +3.8% |
| 6M | -1.3% | -11.1% | +9.7% | -1.0% |
| YTD | +4.7% | -13.6% | +18.2% | +4.9% |
| 1Y | +1.3% | -2.9% | +4.1% | +0.7% |
| 3Y | +57.2% | +69.6% | -12.4% | +45.4% |
| All | +48.5% | +5.0% | +43.5% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling