+166.1%
B vs PPL
+56.0%
+110.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +9.6% | +0.4% | +9.2% | +9.4% |
| 30D | +3.5% | +5.4% | -1.9% | +1.4% |
| 3M | -1.6% | +4.3% | -5.8% | -3.3% |
| 6M | -1.7% | -1.3% | -0.3% | -1.4% |
| YTD | -5.3% | +4.7% | -10.0% | -7.7% |
| 1Y | +27.2% | +1.3% | +26.0% | +25.9% |
| 3Y | +166.1% | +57.2% | +108.9% | +98.8% |
| All | +166.1% | +56.0% | +110.1% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling