-14.8%
AA vs PPL
+47.9%
-62.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -6.7% | +5.4% | -12.1% | -9.3% |
| 3M | -16.3% | +4.3% | -20.6% | -18.3% |
| 6M | -37.1% | -1.3% | -35.8% | -37.0% |
| YTD | -25.0% | +4.7% | -29.7% | -27.9% |
| 1Y | +8.6% | +1.3% | +7.3% | +6.4% |
| 3Y | +57.2% | +57.2% | 0.0% | +7.7% |
| All | -14.8% | +47.9% | -62.7% | -37.5% |
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 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