+777.0%
FIX vs PPL
+57.3%
+719.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +2.7% | +3.4% | +6.0% |
| 30D | -7.2% | +0.5% | -7.7% | -7.2% |
| 3M | -15.9% | +0.7% | -16.5% | -15.9% |
| 6M | +12.7% | -7.6% | +20.3% | +13.0% |
| YTD | +72.8% | +1.8% | +71.0% | +72.7% |
| 1Y | +122.9% | -0.8% | +123.6% | +123.2% |
| All | +777.0% | +57.3% | +719.7% | +746.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling