+2,125.3%
PPL vs GAP
+2,180.4%
-55.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.7% |
| 7D | -1.0% | -9.3% | +8.4% | 0.0% |
| 30D | +3.0% | -5.5% | +8.5% | +3.5% |
| 3M | +1.1% | +3.5% | -2.4% | +0.4% |
| 6M | -0.8% | +0.7% | -1.5% | -1.5% |
| YTD | +3.5% | -13.4% | +16.8% | +3.8% |
| 1Y | -0.9% | -7.7% | +6.7% | -1.3% |
| 3Y | +54.2% | +74.4% | -20.2% | +37.4% |
| 5Y | +46.3% | +5.3% | +41.0% | +33.5% |
| 10Y | +65.0% | +4.7% | +60.4% | +37.7% |
| All | +2,125.3% | +2,180.4% | -55.1% | +1,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling