+133.4%
PSX vs PPL
+56.9%
+76.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.9% |
| 7D | -9.7% | +1.0% | -10.7% | -9.8% |
| 30D | -8.4% | +6.8% | -15.3% | -8.9% |
| 3M | +22.6% | +3.9% | +18.8% | +22.2% |
| 6M | +38.8% | -2.0% | +40.8% | +39.1% |
| YTD | +95.5% | +5.3% | +90.2% | +92.9% |
| 1Y | +87.1% | +2.2% | +84.9% | +85.7% |
| All | +133.4% | +56.9% | +76.5% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling