+54.0%
PPL vs GPC
+79.8%
-25.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.0% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | 0.0% | +39.2% | -39.1% | -11.8% |
| 6M | -7.6% | +18.2% | -25.8% | -13.9% |
| YTD | +1.7% | +12.1% | -10.4% | -4.3% |
| 1Y | +1.5% | -0.7% | +2.2% | -0.2% |
| 3Y | +55.3% | -1.7% | +56.9% | +47.6% |
| 5Y | +37.7% | +29.3% | +8.4% | +12.7% |
| 10Y | +54.0% | +80.7% | -26.7% | -0.6% |
| All | +54.0% | +79.8% | -25.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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