+46.4%
PPL vs RUN
-85.5%
+131.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | -0.2% |
| 7D | -2.2% | -13.7% | +11.5% | -1.6% |
| 30D | +1.7% | +9.4% | -7.7% | +1.2% |
| 3M | +0.1% | -13.4% | +13.5% | +0.5% |
| 6M | -1.5% | -39.6% | +38.0% | 0.0% |
| YTD | +3.0% | -53.7% | +56.7% | +4.9% |
| 1Y | -1.4% | -56.2% | +54.7% | +0.6% |
| 3Y | +53.5% | -9.7% | +63.2% | +40.0% |
| 5Y | +46.4% | -85.5% | +131.9% | +46.3% |
| All | +46.4% | -85.5% | +131.9% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling