+53.9%
F vs PPL
+39.5%
+14.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +2.7% | +2.7% | +3.9% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | -3.7% | +0.7% | -4.3% | -4.5% |
| 6M | +16.8% | -7.6% | +24.4% | +21.1% |
| YTD | +15.3% | +1.8% | +13.5% | +13.0% |
| 1Y | +31.0% | -0.8% | +31.8% | +29.9% |
| 3Y | +45.4% | +56.9% | -11.4% | +4.5% |
| All | +53.9% | +39.5% | +14.4% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling