+62.7%
PPL vs GH
+481.7%
-418.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +0.5% | -1.1% | +1.5% | +0.5% |
| 3M | +0.7% | +21.3% | -20.6% | -0.6% |
| 6M | -7.6% | +73.5% | -81.1% | -10.9% |
| YTD | +1.8% | +58.0% | -56.2% | -1.4% |
| 1Y | -0.8% | +163.1% | -163.8% | -7.0% |
| 3Y | +56.9% | +361.0% | -304.2% | +38.3% |
| 5Y | +39.5% | +22.5% | +17.0% | +30.8% |
| All | +62.7% | +481.7% | -418.9% | +35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling