+8,419.6%
FIX vs PPL
+1,346.8%
+7,072.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | 0.0% | -15.1% | -15.1% |
| 7D | -18.9% | +1.8% | -20.7% | -19.5% |
| 30D | -36.3% | +8.4% | -44.7% | -38.4% |
| 3M | -38.5% | +2.4% | -40.9% | -39.2% |
| 6M | -42.3% | -4.0% | -38.3% | -41.8% |
| YTD | +17.1% | +4.5% | +12.6% | +14.2% |
| 1Y | +14.4% | +1.7% | +12.7% | +12.5% |
| 3Y | +486.7% | +55.5% | +431.2% | +379.1% |
| 5Y | +1,083.7% | +47.0% | +1,036.7% | +883.1% |
| 10Y | +3,932.4% | +62.4% | +3,870.1% | +3,089.4% |
| All | +8,419.6% | +1,346.8% | +7,072.8% | +4,130.8% |
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