+64.4%
PPL vs RL
+397.7%
-333.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.3% |
| 7D | -1.2% | +0.2% | -1.5% | -1.4% |
| 30D | +4.2% | +7.3% | -3.1% | +2.8% |
| 3M | +1.5% | +1.0% | +0.5% | +1.1% |
| 6M | +1.0% | +11.8% | -10.7% | -1.6% |
| YTD | +4.4% | +13.6% | -9.2% | +1.0% |
| 1Y | +0.8% | +24.0% | -23.3% | -4.2% |
| 3Y | +56.5% | +256.6% | -200.1% | +16.8% |
| 5Y | +47.7% | +240.2% | -192.6% | +8.3% |
| 10Y | +64.4% | +373.0% | -308.5% | +2.4% |
| All | +64.4% | +397.7% | -333.2% | +2.4% |
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