+39.4%
PPL vs S
-71.4%
+110.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.7% | -7.7% | +10.4% | +2.8% |
| 30D | +0.5% | -5.3% | +5.8% | +0.5% |
| 3M | +0.7% | +20.3% | -19.6% | +0.2% |
| 6M | -7.6% | +47.4% | -55.0% | -8.5% |
| YTD | +1.8% | +32.5% | -30.7% | +1.0% |
| 1Y | -0.8% | +9.5% | -10.3% | -1.2% |
| 3Y | +56.9% | +15.5% | +41.4% | +54.3% |
| All | +39.4% | -71.4% | +110.8% | +34.7% |
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