+233.0%
GM vs PPL
+57.8%
+175.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -1.1% | -1.8% | +0.7% | -0.1% |
| 30D | -3.4% | -2.2% | -1.2% | -2.4% |
| 3M | +8.7% | -3.1% | +11.7% | +10.2% |
| 6M | +15.4% | -8.1% | +23.5% | +20.0% |
| YTD | +6.6% | 0.0% | +6.6% | +5.6% |
| 1Y | +51.5% | -1.3% | +52.8% | +50.7% |
| 3Y | +169.3% | +52.7% | +116.7% | +103.6% |
| 5Y | +81.6% | +37.4% | +44.2% | +45.1% |
| All | +233.0% | +57.8% | +175.2% | +134.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling