+39.4%
PPL vs Z
-64.8%
+104.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +2.7% | -3.0% | +5.7% | +2.8% |
| 30D | +0.5% | -4.2% | +4.6% | +0.6% |
| 3M | +0.7% | -3.7% | +4.4% | +0.7% |
| 6M | -7.6% | -24.5% | +16.9% | -6.2% |
| YTD | +1.8% | -49.3% | +51.1% | +6.0% |
| 1Y | -0.8% | -58.7% | +57.9% | +4.7% |
| 3Y | +56.9% | -34.1% | +91.0% | +56.9% |
| All | +39.4% | -64.8% | +104.2% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling