+358.2%
PSX vs PPL
+65.0%
+293.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +6.4% | -2.2% | +8.6% | +7.5% |
| 30D | -10.2% | +1.7% | -11.9% | -11.0% |
| 3M | +17.2% | +0.1% | +17.0% | +16.8% |
| 6M | +51.8% | -1.5% | +53.3% | +51.8% |
| YTD | +108.0% | +3.0% | +105.0% | +101.9% |
| 1Y | +96.1% | -1.4% | +97.6% | +94.5% |
| 3Y | +155.9% | +53.5% | +102.4% | +95.6% |
| 5Y | +306.9% | +46.4% | +260.5% | +213.2% |
| All | +358.2% | +65.0% | +293.2% | +225.9% |
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