+544.0%
PPL vs GPN
+2,845.2%
-2,301.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.7% |
| 7D | -1.0% | +4.3% | -5.3% | -1.8% |
| 30D | +3.0% | +22.1% | -19.1% | -1.4% |
| 3M | +1.1% | +17.1% | -15.9% | -2.6% |
| 6M | -0.8% | +46.7% | -47.5% | -9.3% |
| YTD | +3.5% | +30.8% | -27.3% | -4.1% |
| 1Y | -0.9% | +31.5% | -32.4% | -8.4% |
| 3Y | +54.2% | -5.1% | +59.4% | +49.0% |
| 5Y | +46.3% | -18.1% | +64.4% | +42.6% |
| 10Y | +65.0% | +53.1% | +11.9% | +41.0% |
| All | +544.0% | +2,845.2% | -2,301.2% | +265.0% |
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