+64.4%
PPL vs RRC
+63.1%
+1.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.2% | -10.3% | +9.1% | -0.6% |
| 30D | +4.2% | +19.5% | -15.2% | +2.9% |
| 3M | +1.5% | +27.9% | -26.4% | -0.2% |
| 6M | +1.0% | +21.2% | -20.1% | -0.4% |
| YTD | +4.4% | +39.6% | -35.2% | +1.8% |
| 1Y | +0.8% | +31.3% | -30.5% | -1.4% |
| 3Y | +56.5% | +51.9% | +4.5% | +50.7% |
| 5Y | +47.7% | +110.2% | -62.5% | +37.7% |
| 10Y | +64.4% | +56.7% | +7.8% | +27.6% |
| All | +64.4% | +63.1% | +1.3% | +27.6% |
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