-6.8%
AA vs PPL
+48.1%
-54.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.0% | +5.9% |
| 7D | +4.8% | -1.2% | +6.0% | +5.4% |
| 30D | -0.6% | +4.2% | -4.9% | -2.9% |
| 3M | -16.3% | +1.5% | -17.8% | -17.2% |
| 6M | -33.4% | +1.0% | -34.4% | -34.1% |
| YTD | -20.7% | +4.4% | -25.1% | -23.6% |
| 1Y | +12.9% | +0.8% | +12.2% | +11.0% |
| 3Y | +75.7% | +56.5% | +19.2% | +20.7% |
| 5Y | -6.8% | +47.7% | -54.5% | -31.1% |
| All | -6.8% | +48.1% | -54.9% | -31.1% |
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