+135.2%
B vs PPL
+47.7%
+87.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | -0.9% | +6.8% | -7.8% | -3.6% |
| 3M | -1.4% | +3.9% | -5.2% | -2.9% |
| 6M | +5.0% | -2.0% | +7.1% | +5.6% |
| YTD | -5.8% | +5.3% | -11.1% | -8.4% |
| 1Y | +25.6% | +2.2% | +23.4% | +23.7% |
| 3Y | +161.6% | +56.7% | +104.9% | +110.8% |
| 5Y | +135.2% | +49.1% | +86.1% | +97.8% |
| All | +135.2% | +47.7% | +87.5% | +97.8% |
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 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