+615.0%
F vs PPL
+2,096.5%
-1,481.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | +2.7% | +2.7% | +4.2% |
| 30D | +4.6% | +0.5% | +4.1% | +4.3% |
| 3M | -3.7% | +0.7% | -4.3% | -4.3% |
| 6M | +16.8% | -7.6% | +24.4% | +20.1% |
| YTD | +15.3% | +1.8% | +13.5% | +13.7% |
| 1Y | +31.0% | -0.8% | +31.8% | +30.4% |
| 3Y | +45.4% | +56.9% | -11.4% | +18.4% |
| 5Y | +54.7% | +39.5% | +15.1% | +32.3% |
| 10Y | +98.2% | +55.4% | +42.8% | +58.1% |
| All | +615.0% | +2,096.5% | -1,481.4% | +142.2% |
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