+14,609.3%
DE vs PPL
+2,096.5%
+12,512.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | +2.7% | +7.4% | +8.9% |
| 30D | +13.3% | +0.5% | +12.9% | +13.0% |
| 3M | +17.5% | +0.7% | +16.8% | +17.0% |
| 6M | +13.6% | -7.6% | +21.2% | +16.6% |
| YTD | +49.8% | +1.8% | +48.0% | +48.0% |
| 1Y | +47.9% | -0.8% | +48.6% | +47.2% |
| 3Y | +72.5% | +56.9% | +15.7% | +42.6% |
| 5Y | +90.2% | +39.5% | +50.7% | +63.6% |
| 10Y | +865.4% | +55.4% | +810.0% | +673.7% |
| All | +14,609.3% | +2,096.5% | +12,512.8% | +5,230.1% |
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