+1,027.1%
PPL vs RSG
+2,252.1%
-1,225.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +0.4% | +1.2% | -0.7% | +0.1% |
| 30D | +5.4% | +14.2% | -8.7% | +1.9% |
| 3M | +4.3% | +18.2% | -13.9% | -0.1% |
| 6M | -1.3% | +24.4% | -25.7% | -6.8% |
| YTD | +4.7% | +17.9% | -13.2% | +0.1% |
| 1Y | +1.3% | +22.3% | -21.1% | -4.1% |
| 3Y | +57.2% | +65.1% | -7.9% | +38.0% |
| 5Y | +48.2% | +97.9% | -49.7% | +24.3% |
| 10Y | +62.7% | +464.6% | -401.9% | +10.2% |
| All | +1,027.1% | +2,252.1% | -1,225.0% | +541.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling