+3.7%
F vs PPL
+1.0%
+2.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +6.0% | +1.8% | +4.2% | +5.7% |
| 30D | +4.3% | +8.4% | -4.1% | +2.8% |
| 3M | -10.1% | +2.4% | -12.4% | -10.5% |
| 6M | +12.8% | -4.0% | +16.7% | +13.8% |
| YTD | -0.1% | +4.5% | -4.5% | -0.9% |
| 1Y | +3.7% | +1.7% | +2.0% | +5.0% |
| All | +3.7% | +1.0% | +2.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling