+216.9%
B vs PPL
+65.0%
+151.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -6.2% | -2.2% | -4.0% | -5.7% |
| 30D | -6.6% | +1.7% | -8.3% | -7.1% |
| 3M | -7.9% | +0.1% | -8.0% | -8.0% |
| 6M | -16.8% | -1.5% | -15.3% | -16.6% |
| YTD | -11.7% | +3.0% | -14.6% | -12.6% |
| 1Y | +3.5% | -1.4% | +4.9% | +3.5% |
| 3Y | +165.7% | +53.5% | +112.2% | +137.3% |
| 5Y | +108.4% | +46.4% | +62.0% | +87.8% |
| All | +216.9% | +65.0% | +151.9% | +134.0% |
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