+2,090.1%
PPL vs GAP
+2,258.2%
-168.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.7% | -4.5% | +7.1% | +3.1% |
| 30D | +0.5% | +9.0% | -8.6% | -0.6% |
| 3M | +0.7% | +5.0% | -4.3% | -0.1% |
| 6M | -7.6% | -17.8% | +10.2% | -6.4% |
| YTD | +1.8% | -10.4% | +12.2% | +2.0% |
| 1Y | -0.8% | -3.4% | +2.6% | -1.7% |
| 3Y | +56.9% | +111.5% | -54.6% | +36.7% |
| 5Y | +39.5% | +8.8% | +30.7% | +26.8% |
| 10Y | +55.4% | +32.9% | +22.5% | +26.6% |
| All | +2,090.1% | +2,258.2% | -168.2% | +1,105.6% |
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