+65.7%
PPL vs RL
+342.1%
-276.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.2% | +2.4% | -4.6% | -2.6% |
| 30D | +1.7% | +4.6% | -2.9% | +0.7% |
| 3M | +0.1% | -1.1% | +1.2% | +0.1% |
| 6M | -1.5% | +16.5% | -18.1% | -4.8% |
| YTD | +3.0% | +11.4% | -8.4% | -0.1% |
| 1Y | -1.4% | +16.1% | -17.5% | -5.2% |
| 3Y | +53.5% | +252.6% | -199.1% | +14.5% |
| 5Y | +46.4% | +244.9% | -198.5% | +6.7% |
| All | +65.7% | +342.1% | -276.4% | +6.0% |
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