+115.7%
PPL vs USFR
+27.5%
+88.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +0.5% | +0.3% | +0.2% | +0.4% |
| 3M | +0.7% | +1.0% | -0.3% | +0.4% |
| 6M | -7.6% | +1.9% | -9.5% | -8.1% |
| YTD | +1.8% | +2.6% | -0.8% | +1.1% |
| 1Y | -0.8% | +4.0% | -4.8% | -1.9% |
| 3Y | +56.9% | +14.1% | +42.8% | +51.5% |
| 5Y | +39.5% | +20.4% | +19.1% | +32.8% |
| 10Y | +55.4% | +28.0% | +27.4% | +45.0% |
| All | +115.7% | +27.5% | +88.1% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling