+12,471.5%
FIX vs PPL
+1,310.3%
+11,161.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +2.7% | +3.4% | +5.0% |
| 30D | -7.2% | +0.5% | -7.7% | -7.4% |
| 3M | -15.9% | +0.7% | -16.5% | -16.4% |
| 6M | +12.7% | -7.6% | +20.3% | +15.5% |
| YTD | +72.8% | +1.8% | +71.0% | +70.5% |
| 1Y | +122.9% | -0.8% | +123.6% | +121.5% |
| 3Y | +774.3% | +56.9% | +717.5% | +611.2% |
| 5Y | +2,049.5% | +39.5% | +2,010.0% | +1,726.4% |
| 10Y | +5,821.5% | +55.4% | +5,766.1% | +4,667.1% |
| All | +12,471.5% | +1,310.3% | +11,161.2% | +6,218.7% |
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