+57.6%
PPL vs RSG
+418.8%
-361.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | 0.0% | 0.0% | +0.1% | 0.0% |
| 30D | -1.3% | +3.7% | -4.9% | -3.4% |
| 3M | -2.6% | +6.2% | -8.7% | -6.3% |
| 6M | -8.4% | -2.8% | -5.6% | -7.3% |
| YTD | +0.2% | +5.9% | -5.7% | -4.2% |
| 1Y | -0.2% | -1.8% | +1.5% | -0.2% |
| 3Y | +52.9% | +57.5% | -4.6% | +9.9% |
| 5Y | +36.8% | +91.1% | -54.2% | -16.0% |
| 10Y | +57.6% | +428.1% | -370.5% | -48.3% |
| All | +57.6% | +418.8% | -361.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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