+57.2%
PPL vs GFS
-27.1%
+84.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.6% |
| 7D | +0.4% | -7.8% | +8.2% | +0.5% |
| 30D | +5.4% | -19.7% | +25.1% | +5.7% |
| 3M | +4.3% | -23.1% | +27.4% | +4.6% |
| 6M | -1.3% | -46.4% | +45.0% | -0.8% |
| YTD | +4.7% | +11.0% | -6.3% | +3.0% |
| 1Y | +1.3% | +12.6% | -11.4% | -0.5% |
| 3Y | +57.2% | -24.9% | +82.2% | +52.6% |
| All | +57.2% | -27.1% | +84.3% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling