+1,827.1%
PWR vs PPL
+62.0%
+1,765.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.5% |
| 7D | -12.9% | +0.4% | -13.3% | -13.1% |
| 30D | -22.8% | +5.4% | -28.3% | -24.8% |
| 3M | -19.0% | +4.3% | -23.3% | -20.7% |
| 6M | -31.1% | -1.3% | -29.8% | -31.1% |
| YTD | +28.3% | +4.7% | +23.6% | +24.3% |
| 1Y | +22.2% | +1.3% | +21.0% | +20.1% |
| 3Y | +222.2% | +57.2% | +165.0% | +149.4% |
| 5Y | +364.2% | +48.2% | +315.9% | +267.3% |
| All | +1,827.1% | +62.0% | +1,765.1% | +1,294.4% |
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