+2,340.5%
EXC vs PPL
+2,096.5%
+244.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | +2.7% | -2.4% | -1.4% |
| 30D | -3.7% | +0.5% | -4.2% | -4.0% |
| 3M | -1.3% | +0.7% | -1.9% | -1.7% |
| 6M | -9.7% | -7.6% | -2.1% | -4.8% |
| YTD | +2.9% | +1.8% | +1.1% | +1.7% |
| 1Y | +4.4% | -0.8% | +5.1% | +4.9% |
| 3Y | +22.2% | +56.9% | -34.7% | -9.1% |
| 5Y | +46.7% | +39.5% | +7.2% | +17.7% |
| 10Y | +155.3% | +55.4% | +100.0% | +86.9% |
| All | +2,340.5% | +2,096.5% | +244.1% | +372.3% |
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