+1,067.6%
PSX vs PPL
+170.3%
+897.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -13.1% | +0.4% | -13.5% | -13.3% |
| 30D | -9.5% | +5.4% | -15.0% | -11.9% |
| 3M | +20.2% | +4.3% | +15.9% | +17.5% |
| 6M | +44.9% | -1.3% | +46.2% | +44.8% |
| YTD | +94.4% | +4.7% | +89.7% | +87.5% |
| 1Y | +83.1% | +1.3% | +81.8% | +79.3% |
| 3Y | +132.2% | +57.2% | +74.9% | +77.8% |
| 5Y | +278.8% | +48.2% | +230.6% | +194.3% |
| 10Y | +354.2% | +62.7% | +291.4% | +227.3% |
| All | +1,067.6% | +170.3% | +897.3% | +620.6% |
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