+14,596.6%
DE vs PPL
+2,151.9%
+12,444.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +3.5% | -1.2% | +4.8% | +4.0% |
| 30D | +11.3% | +4.2% | +7.1% | +9.5% |
| 3M | +11.6% | +1.5% | +10.1% | +10.8% |
| 6M | +20.9% | +1.0% | +19.8% | +19.9% |
| YTD | +49.7% | +4.4% | +45.3% | +46.3% |
| 1Y | +49.5% | +0.8% | +48.7% | +47.9% |
| 3Y | +94.7% | +56.5% | +38.2% | +61.1% |
| 5Y | +107.4% | +47.7% | +59.7% | +74.3% |
| 10Y | +793.2% | +64.4% | +728.8% | +601.2% |
| All | +14,596.6% | +2,151.9% | +12,444.6% | +5,168.4% |
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