+223.5%
C vs PPL
+62.0%
+161.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -6.0% | +5.4% | -11.4% | -8.9% |
| 3M | -10.5% | +4.3% | -14.8% | -12.9% |
| 6M | -5.7% | -1.3% | -4.4% | -5.6% |
| YTD | +4.1% | +4.7% | -0.6% | -0.2% |
| 1Y | +20.5% | +1.3% | +19.2% | +17.7% |
| 3Y | +208.1% | +57.2% | +150.9% | +124.3% |
| 5Y | +110.4% | +48.2% | +62.2% | +56.6% |
| All | +223.5% | +62.0% | +161.5% | +124.8% |
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 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