+54.3%
PPL vs S
-52.7%
+107.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | +0.4% | -13.4% | +13.9% | +0.6% |
| 30D | +5.4% | -14.0% | +19.4% | +5.6% |
| 3M | +4.3% | +4.9% | -0.6% | +4.1% |
| 6M | -1.3% | +42.0% | -43.3% | -2.1% |
| YTD | +4.7% | +45.1% | -40.4% | +3.8% |
| 1Y | +1.3% | +33.1% | -31.8% | +0.5% |
| 3Y | +57.2% | +40.6% | +16.6% | +54.3% |
| 5Y | +48.2% | -67.5% | +115.7% | +44.0% |
| All | +54.3% | -52.7% | +107.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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