+54.2%
PPL vs RF
+343.3%
-289.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.7% | +1.3% | +1.3% | +2.3% |
| 30D | +0.5% | -3.6% | +4.1% | +1.4% |
| 3M | +0.7% | +8.1% | -7.4% | -1.5% |
| 6M | -7.6% | +11.5% | -19.1% | -10.5% |
| YTD | +1.8% | +15.6% | -13.8% | -2.6% |
| 1Y | -0.8% | +15.7% | -16.4% | -5.3% |
| 3Y | +56.9% | +86.9% | -30.0% | +28.1% |
| 5Y | +39.5% | +89.8% | -50.3% | +9.9% |
| All | +54.2% | +343.3% | -289.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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