+54.2%
PPL vs RL
+313.2%
-259.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +0.5% | -7.8% | +8.2% | +1.8% |
| 3M | +0.7% | -4.0% | +4.7% | +1.1% |
| 6M | -7.6% | -1.9% | -5.7% | -8.0% |
| YTD | +1.8% | -0.2% | +2.0% | +0.9% |
| 1Y | -0.8% | +10.7% | -11.4% | -3.6% |
| 3Y | +56.9% | +210.8% | -153.9% | +20.3% |
| 5Y | +39.5% | +238.2% | -198.7% | +1.7% |
| All | +54.2% | +313.2% | -259.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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