+46.2%
AA vs PPL
+65.8%
-19.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.6% | +3.2% |
| 7D | +1.1% | -1.0% | +2.1% | +1.7% |
| 30D | -1.3% | +3.0% | -4.3% | -3.3% |
| 3M | -23.9% | +1.1% | -25.0% | -24.8% |
| 6M | -36.8% | -0.8% | -36.0% | -37.0% |
| YTD | -22.2% | +3.5% | -25.6% | -25.1% |
| 1Y | +10.4% | -0.9% | +11.3% | +9.0% |
| 3Y | +72.0% | +54.2% | +17.8% | +22.7% |
| 5Y | -15.6% | +46.3% | -61.9% | -37.6% |
| All | +46.2% | +65.8% | -19.6% | -1.5% |
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 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