+83.1%
PSX vs PPL
+1.2%
+81.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.6% |
| 7D | -13.1% | +0.4% | -13.5% | -13.0% |
| 30D | -9.5% | +5.4% | -15.0% | -8.8% |
| 3M | +20.2% | +4.3% | +15.9% | +20.8% |
| 6M | +44.9% | -1.3% | +46.2% | +44.6% |
| YTD | +94.4% | +4.7% | +89.7% | +93.9% |
| 1Y | +83.1% | +1.3% | +81.8% | +84.9% |
| All | +83.1% | +1.2% | +81.9% | +84.9% |
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 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