+60.2%
PPL vs RRC
+59.4%
+0.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.4% |
| 7D | +0.4% | -10.8% | +11.2% | +1.1% |
| 30D | +5.4% | +22.3% | -16.9% | +4.0% |
| 3M | +4.3% | +26.6% | -22.3% | +2.6% |
| 6M | -1.3% | +18.9% | -20.3% | -2.6% |
| YTD | +4.7% | +39.2% | -34.5% | +2.2% |
| 1Y | +1.3% | +34.0% | -32.7% | -1.0% |
| 3Y | +57.2% | +42.0% | +15.2% | +52.1% |
| 5Y | +48.2% | +111.9% | -63.6% | +38.3% |
| All | +60.2% | +59.4% | +0.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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