+48.5%
PPL vs GH
+35.8%
+12.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +0.4% | -15.6% | +16.0% | +1.0% |
| 30D | +5.4% | -10.4% | +15.8% | +5.8% |
| 3M | +4.3% | -4.3% | +8.5% | +4.3% |
| 6M | -1.3% | +63.5% | -64.9% | -3.6% |
| YTD | +4.7% | +47.7% | -43.0% | +2.5% |
| 1Y | +1.3% | +56.7% | -55.5% | -1.1% |
| 3Y | +57.2% | +443.9% | -386.7% | +41.8% |
| All | +48.5% | +35.8% | +12.7% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling