+2,146.7%
PPL vs GD
+20,595.6%
-18,449.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.7% |
| 7D | +1.8% | +3.0% | -1.2% | +1.0% |
| 30D | +8.4% | +10.5% | -2.1% | +5.6% |
| 3M | +2.4% | -5.0% | +7.3% | +3.7% |
| 6M | -4.0% | +5.5% | -9.4% | -5.5% |
| YTD | +4.5% | +10.3% | -5.9% | +1.2% |
| 1Y | +1.7% | +8.2% | -6.4% | -1.0% |
| 3Y | +55.5% | +59.0% | -3.5% | +35.6% |
| 5Y | +47.0% | +104.3% | -57.2% | +19.7% |
| 10Y | +62.4% | +202.4% | -140.1% | +18.9% |
| All | +2,146.7% | +20,595.6% | -18,449.0% | +1,032.9% |
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