+2,105.4%
FIX vs PPL
+39.5%
+2,065.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +2.7% | +3.4% | +5.2% |
| 30D | -7.2% | +0.5% | -7.7% | -7.3% |
| 3M | -15.9% | +0.7% | -16.5% | -16.3% |
| 6M | +12.7% | -7.6% | +20.3% | +15.0% |
| YTD | +72.8% | +1.8% | +71.0% | +70.8% |
| 1Y | +122.9% | -0.8% | +123.6% | +121.8% |
| 3Y | +774.3% | +56.9% | +717.5% | +592.8% |
| All | +2,105.4% | +39.5% | +2,065.9% | +1,789.2% |
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 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