+357.1%
PSX vs PPL
+65.2%
+291.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.6% |
| 7D | -0.4% | -1.0% | +0.6% | +0.1% |
| 30D | -8.1% | +3.0% | -11.1% | -9.5% |
| 3M | +15.9% | +1.1% | +14.8% | +15.0% |
| 6M | +49.4% | -0.8% | +50.1% | +48.9% |
| YTD | +104.7% | +3.5% | +101.2% | +98.2% |
| 1Y | +89.1% | -0.9% | +90.0% | +87.1% |
| 3Y | +151.7% | +54.2% | +97.5% | +92.1% |
| 5Y | +298.3% | +46.3% | +252.0% | +207.0% |
| 10Y | +357.1% | +65.0% | +292.0% | +226.0% |
| All | +357.1% | +65.2% | +291.8% | +226.0% |
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