+42.4%
PPL vs GFS
-3.7%
+46.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +0.5% | -8.6% | +9.1% | +0.8% |
| 3M | +0.7% | -46.5% | +47.2% | +3.2% |
| 6M | -7.6% | -4.8% | -2.8% | -8.4% |
| YTD | +1.8% | +29.7% | -27.8% | -1.0% |
| 1Y | -0.8% | +35.8% | -36.6% | -4.0% |
| 3Y | +56.9% | -18.3% | +75.2% | +55.0% |
| All | +42.4% | -3.7% | +46.1% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling