+55.3%
PPL vs GPN
-27.1%
+82.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | -1.1% | +3.8% | -4.9% | -1.3% |
| 3M | 0.0% | +39.2% | -39.1% | -1.8% |
| 6M | -7.6% | +17.9% | -25.5% | -8.5% |
| YTD | +1.7% | +16.4% | -14.6% | +0.8% |
| 1Y | +1.5% | +3.6% | -2.1% | +1.6% |
| 3Y | +55.3% | -26.7% | +81.9% | +54.7% |
| All | +55.3% | -27.1% | +82.3% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling