+65.0%
PPL vs Z
-14.8%
+79.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.1% |
| 7D | -1.0% | -13.1% | +12.1% | 0.0% |
| 30D | +3.0% | +5.9% | -2.8% | +2.4% |
| 3M | +1.1% | -13.7% | +14.8% | +1.9% |
| 6M | -0.8% | -27.1% | +26.4% | +1.1% |
| YTD | +3.5% | -56.8% | +60.3% | +9.5% |
| 1Y | -0.9% | -60.2% | +59.3% | +5.5% |
| 3Y | +54.2% | -19.7% | +73.9% | +51.5% |
| 5Y | +46.3% | -53.7% | +100.0% | +46.6% |
| 10Y | +65.0% | -16.9% | +81.9% | +45.1% |
| All | +65.0% | -14.8% | +79.8% | +45.1% |
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