-15.8%
F vs PPL
+47.9%
-63.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +1.6% | +0.4% | +1.1% | +1.3% |
| 30D | +2.6% | +5.4% | -2.8% | -0.1% |
| 3M | -8.8% | +4.3% | -13.1% | -10.9% |
| 6M | +4.6% | -1.3% | +6.0% | +4.9% |
| YTD | -1.9% | +4.7% | -6.6% | -5.2% |
| 1Y | -0.8% | +1.3% | -2.0% | -2.4% |
| 3Y | +43.5% | +57.2% | -13.7% | +2.8% |
| All | -15.8% | +47.9% | -63.7% | -36.9% |
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 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