+60.2%
PPL vs ROP
+195.2%
-135.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | +0.5% |
| 7D | +0.4% | +2.1% | -1.7% | -0.4% |
| 30D | +5.4% | +32.9% | -27.5% | -5.1% |
| 3M | +4.3% | +20.0% | -15.8% | -2.9% |
| 6M | -1.3% | +36.4% | -37.7% | -13.1% |
| YTD | +4.7% | +7.8% | -3.1% | +0.6% |
| 1Y | +1.3% | +8.0% | -6.7% | -2.8% |
| 3Y | +57.2% | -3.5% | +60.7% | +55.3% |
| 5Y | +48.2% | +1.5% | +46.8% | +41.0% |
| All | +60.2% | +195.2% | -135.0% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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