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  • PPL vs RL✓SelectedUSD · RLPPL vs RL performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

PPL vs RL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+54.2%
RL return
+313.2%
Excess return
-259.0%
Maximum drawdown
-48.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRLExcessAlpha
1D0.0%+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