+54.1%
PPL vs KEYS
+1,049.9%
-995.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.0% |
| 7D | -2.1% | +3.5% | -5.6% | -2.7% |
| 30D | -3.1% | -4.5% | +1.4% | -2.5% |
| 3M | -3.1% | -0.4% | -2.7% | -3.5% |
| 6M | -8.0% | +19.1% | -27.1% | -11.4% |
| YTD | -0.3% | +66.7% | -67.0% | -9.9% |
| 1Y | -2.2% | +96.5% | -98.7% | -14.5% |
| 3Y | +50.4% | +155.2% | -104.8% | +22.0% |
| 5Y | +36.9% | +88.0% | -51.1% | +16.6% |
| All | +54.1% | +1,049.9% | -995.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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