+2,114.6%
PPL vs GFI
+508.9%
+1,605.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.3% | -0.3% |
| 7D | -2.2% | -5.4% | +3.2% | -2.0% |
| 30D | +1.7% | -1.5% | +3.2% | +1.7% |
| 3M | +0.1% | -10.2% | +10.3% | +0.4% |
| 6M | -1.5% | -19.3% | +17.7% | -1.0% |
| YTD | +3.0% | -13.7% | +16.7% | +2.9% |
| 1Y | -1.4% | -12.1% | +10.7% | -1.7% |
| 3Y | +53.5% | +208.4% | -154.9% | +44.1% |
| 5Y | +46.4% | +301.4% | -255.0% | +34.7% |
| 10Y | +64.3% | +1,285.2% | -1,220.9% | +40.5% |
| All | +2,114.6% | +508.9% | +1,605.7% | +1,855.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling