+55.7%
PPL vs GH
+598.2%
-542.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.1% |
| 7D | 0.0% | -11.2% | +11.3% | +0.2% |
| 30D | +4.3% | -7.2% | +11.5% | +4.4% |
| 3M | +2.9% | -7.1% | +10.0% | +3.0% |
| 6M | +1.1% | +62.3% | -61.2% | -0.3% |
| YTD | +4.5% | +52.1% | -47.6% | +3.1% |
| 1Y | +0.1% | +58.6% | -58.6% | -1.3% |
| 3Y | +55.7% | +619.9% | -564.2% | +42.3% |
| All | +55.7% | +598.2% | -542.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling