+65.0%
PPL vs GPN
+50.3%
+14.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.6% |
| 7D | -1.0% | +4.3% | -5.3% | -1.9% |
| 30D | +3.0% | +22.1% | -19.1% | -1.9% |
| 3M | +1.1% | +17.1% | -15.9% | -3.1% |
| 6M | -0.8% | +46.7% | -47.5% | -10.4% |
| YTD | +3.5% | +30.8% | -27.3% | -5.1% |
| 1Y | -0.9% | +31.5% | -32.4% | -9.3% |
| 3Y | +54.2% | -5.1% | +59.4% | +48.9% |
| 5Y | +46.3% | -18.1% | +64.4% | +42.3% |
| 10Y | +65.0% | +53.1% | +11.9% | +55.8% |
| All | +65.0% | +50.3% | +14.7% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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