+84.4%
PPL vs RUN
-23.6%
+108.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.4% | +33.4% | -33.0% | -1.1% |
| 30D | +5.4% | +31.1% | -25.7% | +3.8% |
| 3M | +4.3% | +6.4% | -2.1% | +3.7% |
| 6M | -1.3% | -22.2% | +20.9% | -0.7% |
| YTD | +4.7% | -45.8% | +50.4% | +6.4% |
| 1Y | +1.3% | -51.1% | +52.4% | +3.3% |
| 3Y | +57.2% | -3.0% | +60.2% | +43.5% |
| 5Y | +48.2% | -82.2% | +130.5% | +46.0% |
| 10Y | +62.7% | +111.9% | -49.2% | +30.8% |
| All | +84.4% | -23.6% | +108.0% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling