-11.4%
F vs PPL
+47.7%
-59.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | +1.4% | +1.0% | +0.3% | +0.8% |
| 30D | +2.0% | +6.8% | -4.8% | -1.4% |
| 3M | -10.4% | +3.9% | -14.2% | -12.2% |
| 6M | +9.7% | -2.0% | +11.7% | +10.4% |
| YTD | -1.2% | +5.3% | -6.5% | -4.8% |
| 1Y | 0.0% | +2.2% | -2.2% | -2.1% |
| 3Y | +41.1% | +56.7% | -15.6% | +1.5% |
| 5Y | -11.4% | +49.1% | -60.5% | -33.5% |
| All | -11.4% | +47.7% | -59.1% | -33.5% |
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