+2,090.1%
PPL vs GPC
+2,341.8%
-251.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +0.5% | +5.1% | -4.7% | -1.2% |
| 3M | +0.7% | +41.5% | -40.9% | -10.6% |
| 6M | -7.6% | +21.8% | -29.4% | -14.2% |
| YTD | +1.8% | +14.6% | -12.7% | -4.2% |
| 1Y | -0.8% | +1.3% | -2.0% | -2.9% |
| 3Y | +56.9% | -1.4% | +58.3% | +50.2% |
| 5Y | +39.5% | +30.6% | +8.9% | +19.7% |
| 10Y | +55.4% | +80.6% | -25.2% | +14.2% |
| All | +2,090.1% | +2,341.8% | -251.7% | +752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling