+57.6%
PPL vs GPN
+21.6%
+36.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | 0.0% | -6.2% | +6.3% | +1.5% |
| 30D | -1.3% | +1.0% | -2.3% | -1.7% |
| 3M | -2.6% | +36.9% | -39.5% | -10.2% |
| 6M | -8.4% | +16.8% | -25.2% | -12.8% |
| YTD | +0.2% | +13.2% | -13.0% | -4.6% |
| 1Y | -0.2% | +1.4% | -1.7% | -2.6% |
| 3Y | +52.9% | -28.6% | +81.6% | +60.2% |
| 5Y | +36.8% | -47.0% | +83.8% | +53.8% |
| 10Y | +57.6% | +25.2% | +32.4% | +51.3% |
| All | +57.6% | +21.6% | +36.0% | +51.3% |
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