+57.2%
AA vs PPL
+56.0%
+1.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.0% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -6.7% | +5.4% | -12.1% | -7.8% |
| 3M | -16.3% | +4.3% | -20.6% | -17.2% |
| 6M | -37.1% | -1.3% | -35.8% | -37.0% |
| YTD | -25.0% | +4.7% | -29.7% | -26.3% |
| 1Y | +8.6% | +1.3% | +7.3% | +7.9% |
| 3Y | +57.2% | +57.2% | 0.0% | +9.9% |
| All | +57.2% | +56.0% | +1.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling