+6,438.2%
EW vs PPL
+987.4%
+5,450.8%
-54.3%
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 | -0.3% | +2.7% | -3.0% | -1.1% |
| 30D | +1.0% | +0.5% | +0.6% | +0.8% |
| 3M | +2.8% | +0.7% | +2.1% | +2.5% |
| 6M | +5.5% | -7.6% | +13.1% | +7.7% |
| YTD | +5.5% | +1.8% | +3.6% | +4.4% |
| 1Y | +11.0% | -0.8% | +11.8% | +10.6% |
| 3Y | +17.7% | +56.9% | -39.2% | +1.0% |
| 5Y | -25.7% | +39.5% | -65.3% | -34.2% |
| 10Y | +132.8% | +55.4% | +77.4% | +93.8% |
| All | +6,438.2% | +987.4% | +5,450.8% | +3,426.3% |
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 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