+894.6%
FIX vs PPL
+47.7%
+846.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.8% | -12.4% | -11.8% |
| 7D | -27.2% | +1.0% | -28.3% | -27.5% |
| 30D | -46.9% | +6.8% | -53.7% | -48.0% |
| 3M | -44.4% | +3.9% | -48.3% | -45.1% |
| 6M | -50.9% | -2.0% | -48.9% | -50.8% |
| YTD | +3.5% | +5.3% | -1.7% | +1.3% |
| 1Y | -2.1% | +2.2% | -4.3% | -3.3% |
| 3Y | +418.7% | +56.7% | +362.0% | +316.7% |
| 5Y | +894.6% | +49.1% | +845.5% | +698.9% |
| All | +894.6% | +47.7% | +846.9% | +698.9% |
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