+49.1%
PPL vs GD
+97.4%
-48.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.3% |
| 30D | +6.8% | +8.1% | -1.2% | +4.1% |
| 3M | +3.9% | -6.8% | +10.6% | +6.1% |
| 6M | -2.0% | +3.0% | -5.0% | -3.3% |
| YTD | +5.3% | +7.8% | -2.5% | +1.9% |
| 1Y | +2.2% | +5.8% | -3.6% | -0.5% |
| 3Y | +56.7% | +55.3% | +1.4% | +27.9% |
| 5Y | +49.1% | +96.7% | -47.6% | +8.8% |
| All | +49.1% | +97.4% | -48.3% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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