+1,112.1%
PSX vs PPL
+162.9%
+949.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +2.7% | +1.9% | +3.2% |
| 30D | +26.6% | +0.5% | +26.1% | +26.2% |
| 3M | +39.3% | +0.7% | +38.6% | +38.3% |
| 6M | +56.8% | -7.6% | +64.4% | +61.6% |
| YTD | +101.8% | +1.8% | +100.0% | +97.6% |
| 1Y | +99.6% | -0.8% | +100.4% | +97.4% |
| 3Y | +140.3% | +56.9% | +83.5% | +83.7% |
| 5Y | +339.3% | +39.5% | +299.8% | +252.8% |
| 10Y | +369.9% | +55.4% | +314.5% | +246.3% |
| All | +1,112.1% | +162.9% | +949.2% | +659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling