+1,175.1%
PPL vs HIG
+967.2%
+207.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | +0.4% | +1.1% | -0.6% | +0.3% |
| 30D | +5.4% | +5.6% | -0.1% | +4.7% |
| 3M | +4.3% | -6.9% | +11.1% | +5.2% |
| 6M | -1.3% | +1.3% | -2.6% | -1.6% |
| YTD | +4.7% | -1.5% | +6.1% | +4.7% |
| 1Y | +1.3% | +6.6% | -5.3% | +0.2% |
| 3Y | +57.2% | +91.2% | -34.0% | +44.0% |
| 5Y | +48.2% | +106.1% | -57.8% | +34.0% |
| 10Y | +62.7% | +283.7% | -221.0% | +34.7% |
| All | +1,175.1% | +967.2% | +207.9% | +604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling