-0.9%
PPL vs GH
+59.9%
-60.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.0% | -8.2% | +7.2% | -1.2% |
| 30D | +3.0% | -4.9% | +7.9% | +2.9% |
| 3M | +1.1% | -6.2% | +7.4% | +0.9% |
| 6M | -0.8% | +60.0% | -60.8% | -1.4% |
| YTD | +3.5% | +51.5% | -48.1% | +2.8% |
| 1Y | -0.9% | +58.4% | -59.3% | -2.1% |
| All | -0.9% | +59.9% | -60.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling