+1,163.5%
C vs PPL
+2,096.5%
-932.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +2.7% | +1.0% | +2.2% |
| 30D | +0.1% | +0.5% | -0.4% | -0.2% |
| 3M | +2.4% | +0.7% | +1.8% | +1.7% |
| 6M | +24.9% | -7.6% | +32.5% | +29.5% |
| YTD | +19.8% | +1.8% | +18.0% | +17.3% |
| 1Y | +44.9% | -0.8% | +45.6% | +43.6% |
| 3Y | +263.0% | +56.9% | +206.1% | +175.3% |
| 5Y | +129.5% | +39.5% | +90.0% | +84.0% |
| 10Y | +291.6% | +55.4% | +236.2% | +189.4% |
| All | +1,163.5% | +2,096.5% | -932.9% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling