+200.5%
B vs PPL
+62.1%
+138.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +11.3% | -1.2% | +12.5% | +11.7% |
| 30D | +2.9% | +4.2% | -1.3% | +1.8% |
| 3M | -2.9% | +1.5% | -4.4% | -3.3% |
| 6M | -1.2% | +1.0% | -2.2% | -1.6% |
| YTD | -1.3% | +4.4% | -5.7% | -2.8% |
| 1Y | +30.4% | +0.8% | +29.7% | +29.7% |
| 3Y | +195.3% | +56.5% | +138.8% | +162.1% |
| 5Y | +146.2% | +47.7% | +98.5% | +121.0% |
| 10Y | +200.5% | +64.4% | +136.1% | +120.9% |
| All | +200.5% | +62.1% | +138.3% | +120.9% |
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 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