+22.2%
PWR vs PPL
+1.2%
+21.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.2% |
| 7D | -12.9% | +0.4% | -13.3% | -12.9% |
| 30D | -22.8% | +5.4% | -28.3% | -23.0% |
| 3M | -19.0% | +4.3% | -23.3% | -19.1% |
| 6M | -31.1% | -1.3% | -29.8% | -31.2% |
| YTD | +28.2% | +4.7% | +23.6% | +24.8% |
| 1Y | +22.2% | +1.3% | +20.9% | +23.0% |
| All | +22.2% | +1.2% | +21.0% | +23.0% |
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