+37.7%
PPL vs RSG
+91.5%
-53.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -1.1% | +3.3% | -4.4% | -2.5% |
| 3M | 0.0% | +8.5% | -8.4% | -3.6% |
| 6M | -7.6% | -3.5% | -4.1% | -6.4% |
| YTD | +1.7% | +5.5% | -3.8% | -1.2% |
| 1Y | +1.5% | -1.7% | +3.3% | +1.8% |
| 3Y | +55.3% | +56.9% | -1.6% | +23.0% |
| 5Y | +37.7% | +89.4% | -51.7% | -0.4% |
| All | +37.7% | +91.5% | -53.8% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling