+39.4%
PPL vs RUN
-80.5%
+119.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +0.5% | -15.3% | +15.7% | +1.0% |
| 3M | +0.7% | -40.0% | +40.7% | +2.4% |
| 6M | -7.6% | -27.0% | +19.4% | -6.9% |
| YTD | +1.8% | -51.7% | +53.5% | +3.7% |
| 1Y | -0.8% | -45.9% | +45.1% | +0.2% |
| 3Y | +56.9% | -43.8% | +100.6% | +48.8% |
| All | +39.4% | -80.5% | +119.9% | +34.4% |
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