+8,168.1%
PWR vs PPL
+1,133.0%
+7,035.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.7% |
| 7D | +4.7% | -1.0% | +5.7% | +5.1% |
| 30D | -12.5% | +3.0% | -15.5% | -13.9% |
| 3M | -9.3% | +1.1% | -10.4% | -10.0% |
| 6M | -22.2% | -0.8% | -21.4% | -22.4% |
| YTD | +44.2% | +3.5% | +40.7% | +40.6% |
| 1Y | +35.5% | -0.9% | +36.4% | +34.6% |
| 3Y | +250.4% | +54.2% | +196.2% | +180.5% |
| 5Y | +425.6% | +46.3% | +379.3% | +328.1% |
| 10Y | +1,874.2% | +65.0% | +1,809.2% | +1,369.6% |
| All | +8,168.1% | +1,133.0% | +7,035.1% | +4,272.3% |
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