+354.9%
PWR vs PPL
+47.9%
+307.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.8% | +6.4% |
| 7D | -12.9% | +0.4% | -13.3% | -13.1% |
| 30D | -22.8% | +5.4% | -28.3% | -24.3% |
| 3M | -19.0% | +4.3% | -23.3% | -20.2% |
| 6M | -31.1% | -1.3% | -29.8% | -31.0% |
| YTD | +28.2% | +4.7% | +23.6% | +24.9% |
| 1Y | +22.2% | +1.3% | +20.9% | +20.5% |
| 3Y | +222.1% | +57.2% | +164.9% | +152.0% |
| All | +354.9% | +47.9% | +307.0% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling