+42.3%
PPL vs GFS
-3.9%
+46.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.8% | +2.6% | -0.9% | +1.7% |
| 30D | -1.1% | -16.4% | +15.3% | -0.3% |
| 3M | 0.0% | -41.6% | +41.6% | +2.2% |
| 6M | -7.6% | -3.7% | -3.9% | -8.5% |
| YTD | +1.7% | +29.3% | -27.6% | -1.1% |
| 1Y | +1.5% | +37.1% | -35.6% | -1.8% |
| 3Y | +55.3% | -22.1% | +77.4% | +54.0% |
| All | +42.3% | -3.9% | +46.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling