+343.0%
PSX vs PPL
+66.8%
+276.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -7.8% | 0.0% | -7.8% | -7.8% |
| 30D | -9.9% | +4.3% | -14.2% | -11.8% |
| 3M | +16.9% | +2.9% | +14.0% | +15.0% |
| 6M | +48.0% | +1.1% | +46.9% | +46.2% |
| YTD | +98.3% | +4.5% | +93.9% | +91.3% |
| 1Y | +86.2% | +0.1% | +86.1% | +83.3% |
| 3Y | +144.0% | +55.7% | +88.3% | +85.3% |
| 5Y | +287.7% | +47.6% | +240.1% | +197.6% |
| All | +343.0% | +66.8% | +276.1% | +214.6% |
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