+56.6%
PPL vs HIG
+95.7%
-39.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | +3.0% | +5.4% | -2.3% | +1.2% |
| 3M | +1.1% | -0.9% | +2.1% | +1.4% |
| 6M | -0.8% | +4.8% | -5.6% | -2.7% |
| YTD | +3.5% | +0.9% | +2.6% | +2.6% |
| 1Y | -0.9% | +6.5% | -7.4% | -3.7% |
| All | +56.6% | +95.7% | -39.0% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling