-15.5%
AA vs PPL
+47.7%
-63.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.7% |
| 7D | -3.7% | +1.0% | -4.7% | -4.2% |
| 30D | -10.8% | +6.8% | -17.6% | -13.8% |
| 3M | -19.1% | +3.9% | -22.9% | -20.8% |
| 6M | -38.7% | -2.0% | -36.7% | -38.3% |
| YTD | -27.1% | +5.3% | -32.4% | -30.1% |
| 1Y | +8.3% | +2.2% | +6.1% | +5.7% |
| 3Y | +49.6% | +56.7% | -7.2% | +2.9% |
| 5Y | -15.5% | +49.1% | -64.6% | -37.9% |
| All | -15.5% | +47.7% | -63.2% | -37.9% |
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 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