+172.1%
EXC vs PPL
+62.0%
+110.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | +10.0% | +5.4% | +4.5% | +5.7% |
| 3M | +1.6% | +4.3% | -2.6% | -1.5% |
| 6M | +3.3% | -1.3% | +4.6% | +4.3% |
| YTD | +7.6% | +4.7% | +2.9% | +3.9% |
| 1Y | +3.5% | +1.3% | +2.2% | +2.5% |
| 3Y | +27.7% | +57.2% | -29.6% | -9.6% |
| 5Y | +41.1% | +48.2% | -7.1% | +4.0% |
| All | +172.1% | +62.0% | +110.1% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling