+65.3%
PPL vs GH
+457.8%
-392.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -8.2% | +7.2% | -0.6% |
| 30D | +3.0% | -4.9% | +7.9% | +3.2% |
| 3M | +1.1% | -6.2% | +7.4% | +1.2% |
| 6M | -0.8% | +60.0% | -60.8% | -3.9% |
| YTD | +3.5% | +51.5% | -48.1% | +0.3% |
| 1Y | -0.9% | +58.4% | -59.3% | -4.3% |
| 3Y | +54.2% | +617.2% | -563.0% | +31.8% |
| 5Y | +46.3% | +47.0% | -0.7% | +35.0% |
| All | +65.3% | +457.8% | -392.4% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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