+64.4%
PPL vs HIG
+270.3%
-205.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +4.2% | +4.5% | -0.2% | +2.5% |
| 3M | +1.5% | -5.5% | +7.0% | +3.5% |
| 6M | +1.0% | +3.1% | -2.0% | -0.4% |
| YTD | +4.4% | -0.8% | +5.2% | +4.1% |
| 1Y | +0.8% | +6.1% | -5.3% | -2.1% |
| 3Y | +56.5% | +94.1% | -37.6% | +20.3% |
| 5Y | +47.7% | +106.4% | -58.8% | +9.4% |
| 10Y | +64.4% | +265.1% | -200.7% | +8.0% |
| All | +64.4% | +270.3% | -205.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling