+2,164.3%
PPL vs KEY
+987.2%
+1,177.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.2% |
| 7D | +1.0% | -2.5% | +3.5% | +1.4% |
| 30D | +6.8% | +4.1% | +2.8% | +6.1% |
| 3M | +3.9% | -8.4% | +12.2% | +5.2% |
| 6M | -2.0% | -2.3% | +0.3% | -1.8% |
| YTD | +5.3% | +4.6% | +0.7% | +4.2% |
| 1Y | +2.2% | +24.6% | -22.4% | -1.7% |
| 3Y | +56.7% | +112.8% | -56.0% | +36.0% |
| 5Y | +49.1% | +12.9% | +36.1% | +39.0% |
| 10Y | +63.6% | +126.7% | -63.0% | +31.3% |
| All | +2,164.3% | +987.2% | +1,177.0% | +1,174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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