+60.2%
PPL vs Z
-14.9%
+75.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.4% |
| 7D | +0.4% | -4.6% | +5.0% | +0.7% |
| 30D | +5.4% | +8.3% | -2.9% | +4.6% |
| 3M | +4.3% | -11.6% | +15.9% | +4.9% |
| 6M | -1.3% | -33.6% | +32.3% | +1.3% |
| YTD | +4.7% | -56.7% | +61.4% | +10.8% |
| 1Y | +1.3% | -59.1% | +60.4% | +7.6% |
| 3Y | +57.2% | -20.4% | +77.6% | +54.6% |
| 5Y | +48.2% | -55.3% | +103.5% | +49.0% |
| All | +60.2% | -14.9% | +75.2% | +40.1% |
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