+60.2%
PPL vs USFR
+28.5%
+31.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.5% |
| 30D | +5.4% | +0.4% | +5.0% | +5.6% |
| 3M | +4.3% | +1.1% | +3.2% | +4.6% |
| 6M | -1.3% | +2.1% | -3.4% | -0.8% |
| YTD | +4.7% | +3.4% | +1.3% | +5.6% |
| 1Y | +1.3% | +4.1% | -2.9% | +2.4% |
| 3Y | +57.2% | +14.4% | +42.8% | +65.5% |
| 5Y | +48.2% | +21.3% | +26.9% | +60.0% |
| All | +60.2% | +28.5% | +31.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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