+39.4%
PPL vs RRC
+156.2%
-116.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +0.5% | +10.1% | -9.7% | -0.3% |
| 3M | +0.7% | +4.0% | -3.3% | +0.3% |
| 6M | -7.6% | +1.6% | -9.2% | -7.9% |
| YTD | +1.8% | +19.7% | -17.9% | +0.1% |
| 1Y | -0.8% | +21.4% | -22.2% | -2.7% |
| 3Y | +56.9% | +29.7% | +27.2% | +51.5% |
| All | +39.4% | +156.2% | -116.8% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling