+221.9%
C vs PPL
+62.9%
+159.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.5% |
| 7D | -5.3% | +1.0% | -6.3% | -5.9% |
| 30D | -7.3% | +6.8% | -14.2% | -10.9% |
| 3M | -13.5% | +3.9% | -17.3% | -15.5% |
| 6M | -6.5% | -2.0% | -4.5% | -6.0% |
| YTD | +3.6% | +5.3% | -1.7% | -1.0% |
| 1Y | +18.9% | +2.2% | +16.7% | +15.5% |
| 3Y | +205.0% | +56.7% | +148.2% | +122.5% |
| 5Y | +109.4% | +49.1% | +60.3% | +55.3% |
| All | +221.9% | +62.9% | +159.0% | +123.0% |
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