+549.8%
PPL vs GPN
+2,772.9%
-2,223.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.2% | -1.9% | +0.6% | -0.9% |
| 30D | +4.2% | +18.9% | -14.7% | +0.3% |
| 3M | +1.5% | +13.8% | -12.3% | -1.6% |
| 6M | +1.0% | +42.3% | -41.2% | -7.0% |
| YTD | +4.4% | +27.6% | -23.2% | -2.8% |
| 1Y | +0.8% | +30.3% | -29.5% | -6.7% |
| 3Y | +56.5% | -5.8% | +62.3% | +51.3% |
| 5Y | +47.7% | -22.6% | +70.3% | +45.7% |
| 10Y | +64.4% | +42.6% | +21.8% | +42.4% |
| All | +549.8% | +2,772.9% | -2,223.0% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling