+64.4%
PPL vs Z
-11.7%
+76.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.6% |
| 7D | -1.2% | -5.2% | +3.9% | -0.9% |
| 30D | +4.2% | +5.7% | -1.5% | +3.6% |
| 3M | +1.5% | -8.7% | +10.3% | +1.8% |
| 6M | +1.0% | -26.0% | +27.0% | +2.9% |
| YTD | +4.4% | -55.0% | +59.4% | +10.2% |
| 1Y | +0.8% | -58.0% | +58.7% | +6.9% |
| 3Y | +56.5% | -15.2% | +71.7% | +53.1% |
| 5Y | +47.7% | -53.8% | +101.5% | +48.1% |
| 10Y | +64.4% | -14.5% | +78.9% | +43.0% |
| All | +64.4% | -11.7% | +76.1% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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