+2,090.1%
PPL vs GD
+20,186.5%
-18,096.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.7% | -5.3% | +7.9% | +4.1% |
| 30D | +0.5% | -6.4% | +6.9% | +2.2% |
| 3M | +0.7% | +5.7% | -5.0% | -1.0% |
| 6M | -7.6% | -0.9% | -6.7% | -7.7% |
| YTD | +1.8% | +8.2% | -6.3% | -0.8% |
| 1Y | -0.8% | +13.4% | -14.2% | -4.6% |
| 3Y | +56.9% | +68.5% | -11.6% | +34.6% |
| 5Y | +39.5% | +97.2% | -57.6% | +14.7% |
| 10Y | +55.4% | +190.2% | -134.8% | +15.0% |
| All | +2,090.1% | +20,186.5% | -18,096.5% | +1,010.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling