-0.8%
PPL vs GPN
+46.8%
-47.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.9% |
| 7D | -1.0% | +4.3% | -5.3% | -1.1% |
| 30D | +3.0% | +22.1% | -19.1% | +2.1% |
| 3M | +1.1% | +17.1% | -15.9% | +0.3% |
| 6M | -0.8% | +46.7% | -47.5% | -3.2% |
| All | -0.8% | +46.8% | -47.6% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling