+66.6%
PPL vs ROP
+181.1%
-114.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +4.3% | +30.3% | -26.0% | -5.5% |
| 3M | +2.9% | +17.8% | -14.8% | -3.5% |
| 6M | +1.1% | +38.9% | -37.8% | -11.6% |
| YTD | +4.5% | +7.6% | -3.2% | +0.5% |
| 1Y | +0.1% | +6.5% | -6.4% | -3.3% |
| 3Y | +55.7% | -6.3% | +62.0% | +55.8% |
| 5Y | +47.6% | +0.9% | +46.7% | +40.7% |
| All | +66.6% | +181.1% | -114.5% | +18.3% |
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