+65.0%
PPL vs RUN
+74.1%
-9.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.2% |
| 7D | -1.0% | +3.2% | -4.1% | -1.2% |
| 30D | +3.0% | +19.5% | -16.5% | +1.8% |
| 3M | +1.1% | -9.6% | +10.7% | +1.4% |
| 6M | -0.8% | -37.3% | +36.5% | +1.2% |
| YTD | +3.5% | -50.7% | +54.2% | +5.9% |
| 1Y | -0.9% | -54.1% | +53.2% | +1.7% |
| 3Y | +54.2% | -3.9% | +58.1% | +38.5% |
| 5Y | +46.3% | -84.4% | +130.7% | +45.9% |
| 10Y | +65.0% | +77.5% | -12.4% | +22.9% |
| All | +65.0% | +74.1% | -9.0% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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