+49.1%
PPL vs RRC
+129.3%
-80.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.4% | +1.1% |
| 7D | +1.0% | -6.9% | +7.9% | +1.6% |
| 30D | +6.8% | +25.4% | -18.6% | +4.8% |
| 3M | +3.9% | +31.9% | -28.0% | +1.4% |
| 6M | -2.0% | +17.2% | -19.2% | -3.5% |
| YTD | +5.3% | +43.4% | -38.1% | +1.8% |
| 1Y | +2.2% | +36.7% | -34.5% | -0.9% |
| 3Y | +56.7% | +38.8% | +17.9% | +50.2% |
| 5Y | +49.1% | +118.3% | -69.2% | +42.9% |
| All | +49.1% | +129.3% | -80.3% | +42.9% |
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