+54.2%
PPL vs PR
+109.1%
-54.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +2.7% | +2.9% | -0.2% | +2.6% |
| 30D | +0.5% | +18.0% | -17.6% | +0.1% |
| 3M | +0.7% | +16.9% | -16.2% | +0.3% |
| 6M | -7.6% | +28.2% | -35.8% | -8.1% |
| YTD | +1.8% | +69.3% | -67.5% | +0.6% |
| 1Y | -0.8% | +69.5% | -70.3% | -1.9% |
| 3Y | +56.9% | +81.7% | -24.8% | +54.3% |
| 5Y | +39.5% | +422.2% | -382.7% | +34.4% |
| All | +54.2% | +109.1% | -54.9% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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