+99.6%
PSX vs PPL
-0.5%
+100.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +2.7% | +1.9% | +5.0% |
| 30D | +26.6% | +0.5% | +26.1% | +26.7% |
| 3M | +39.3% | +0.7% | +38.6% | +39.6% |
| 6M | +56.8% | -7.6% | +64.4% | +54.9% |
| YTD | +101.8% | +1.8% | +100.0% | +100.7% |
| 1Y | +99.6% | -0.8% | +100.4% | +99.1% |
| All | +99.6% | -0.5% | +100.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling