+345.8%
PSX vs PPL
+62.1%
+283.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | -8.0% | -1.2% | -6.8% | -7.5% |
| 30D | -9.0% | +4.2% | -13.3% | -11.0% |
| 3M | +24.7% | +1.5% | +23.2% | +23.5% |
| 6M | +49.3% | +1.0% | +48.3% | +47.5% |
| YTD | +100.2% | +4.4% | +95.8% | +93.1% |
| 1Y | +88.8% | +0.8% | +88.1% | +85.3% |
| 3Y | +152.5% | +56.5% | +96.0% | +91.3% |
| 5Y | +283.2% | +47.7% | +235.5% | +194.1% |
| 10Y | +345.8% | +64.4% | +281.4% | +217.3% |
| All | +345.8% | +62.1% | +283.7% | +217.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling