+2,502.2%
EXC vs PPL
+2,170.9%
+331.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +1.4% | +1.0% | +0.3% | +0.7% |
| 30D | +11.6% | +6.8% | +4.8% | +6.9% |
| 3M | +2.7% | +3.9% | -1.2% | +0.2% |
| 6M | +2.7% | -2.0% | +4.7% | +4.2% |
| YTD | +9.7% | +5.3% | +4.4% | +6.2% |
| 1Y | +4.5% | +2.2% | +2.3% | +3.1% |
| 3Y | +28.5% | +56.7% | -28.3% | -4.3% |
| 5Y | +43.9% | +49.1% | -5.1% | +10.7% |
| 10Y | +183.7% | +63.6% | +120.1% | +100.9% |
| All | +2,502.2% | +2,170.9% | +331.3% | +392.9% |
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