+1,339.9%
PPL vs RL
+1,498.4%
-158.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.8% |
| 7D | +1.0% | -4.7% | +5.7% | +1.7% |
| 30D | +6.8% | +3.6% | +3.3% | +6.2% |
| 3M | +3.9% | +0.5% | +3.3% | +3.6% |
| 6M | -2.0% | +6.6% | -8.6% | -3.5% |
| YTD | +5.3% | +8.8% | -3.6% | +3.1% |
| 1Y | +2.2% | +21.8% | -19.6% | -1.6% |
| 3Y | +56.7% | +245.8% | -189.1% | +26.5% |
| 5Y | +49.1% | +230.0% | -180.9% | +19.0% |
| 10Y | +63.6% | +369.4% | -305.8% | +18.5% |
| All | +1,339.9% | +1,498.4% | -158.5% | +781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling