+60.2%
PPL vs RL
+356.1%
-295.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +0.4% | -4.2% | +4.6% | +1.1% |
| 30D | +5.4% | +4.3% | +1.2% | +4.5% |
| 3M | +4.3% | -4.6% | +8.9% | +4.9% |
| 6M | -1.3% | +1.7% | -3.1% | -2.3% |
| YTD | +4.7% | +7.3% | -2.7% | +2.3% |
| 1Y | +1.3% | +20.8% | -19.5% | -3.3% |
| 3Y | +57.2% | +247.0% | -189.7% | +18.0% |
| 5Y | +48.2% | +225.5% | -177.2% | +9.7% |
| All | +60.2% | +356.1% | -295.8% | +0.7% |
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