+13,545.6%
COST vs PPL
+2,158.2%
+11,387.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +12.0% | +5.4% | +6.5% | +10.4% |
| 3M | +11.2% | +4.3% | +6.9% | +9.8% |
| 6M | +6.1% | -1.3% | +7.5% | +6.4% |
| YTD | +22.9% | +4.7% | +18.2% | +21.1% |
| 1Y | +14.7% | +1.3% | +13.5% | +14.0% |
| 3Y | +92.3% | +57.2% | +35.1% | +68.2% |
| 5Y | +116.6% | +48.2% | +68.4% | +91.8% |
| 10Y | +775.4% | +62.7% | +712.7% | +628.2% |
| All | +13,545.6% | +2,158.2% | +11,387.4% | +5,045.6% |
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