+206.6%
C vs PPL
+56.9%
+149.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.5% |
| 30D | -7.3% | +6.8% | -14.2% | -8.8% |
| 3M | -13.5% | +3.9% | -17.3% | -14.3% |
| 6M | -6.5% | -2.0% | -4.5% | -6.1% |
| YTD | +3.6% | +5.3% | -1.7% | +1.4% |
| 1Y | +18.9% | +2.2% | +16.7% | +17.5% |
| All | +206.6% | +56.9% | +149.6% | +157.3% |
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