+49.1%
PPL vs S
-69.2%
+118.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.8% | +9.6% | +0.9% |
| 7D | +1.0% | -16.7% | +17.7% | +1.3% |
| 30D | +6.8% | -17.0% | +23.8% | +7.1% |
| 3M | +3.9% | +2.0% | +1.9% | +3.7% |
| 6M | -2.0% | +35.1% | -37.1% | -2.8% |
| YTD | +5.3% | +42.8% | -37.5% | +4.2% |
| 1Y | +2.2% | +27.7% | -25.5% | +1.4% |
| 3Y | +56.7% | +33.0% | +23.8% | +53.4% |
| 5Y | +49.1% | -68.0% | +117.1% | +44.7% |
| All | +49.1% | -69.2% | +118.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling