+533.8%
PPL vs GPN
+2,611.5%
-2,077.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +0.5% | +5.8% | -5.3% | -0.8% |
| 3M | +0.7% | +37.0% | -36.3% | -6.2% |
| 6M | -7.6% | +20.1% | -27.7% | -11.9% |
| YTD | +1.8% | +20.4% | -18.6% | -3.7% |
| 1Y | -0.8% | +7.4% | -8.2% | -4.1% |
| 3Y | +56.9% | -26.1% | +83.0% | +60.7% |
| 5Y | +39.5% | -38.5% | +78.0% | +45.1% |
| 10Y | +55.4% | +28.4% | +27.0% | +37.9% |
| All | +533.8% | +2,611.5% | -2,077.7% | +266.8% |
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