+54.1%
PPL vs GFI
+1,093.3%
-1,039.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -2.1% | -2.7% | +0.6% | -2.0% |
| 30D | -3.1% | +13.2% | -16.3% | -3.8% |
| 3M | -3.1% | +28.5% | -31.6% | -4.5% |
| 6M | -8.0% | -6.2% | -1.8% | -8.1% |
| YTD | -0.3% | +8.7% | -9.1% | -1.5% |
| 1Y | -2.2% | +24.8% | -27.1% | -4.4% |
| 3Y | +50.4% | +298.0% | -247.6% | +36.5% |
| 5Y | +36.9% | +546.0% | -509.1% | +19.8% |
| All | +54.1% | +1,093.3% | -1,039.3% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling