+233.0%
GM vs PPL
+56.5%
+176.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.3% |
| 7D | -1.1% | -2.6% | +1.5% | +0.3% |
| 30D | -3.4% | -3.0% | -0.4% | -1.9% |
| 3M | +8.7% | -3.9% | +12.5% | +10.6% |
| 6M | +15.4% | -8.9% | +24.3% | +20.5% |
| YTD | +6.6% | -0.8% | +7.4% | +6.0% |
| 1Y | +51.5% | -2.1% | +53.6% | +51.3% |
| 3Y | +169.3% | +51.4% | +117.9% | +104.5% |
| 5Y | +81.6% | +36.3% | +45.3% | +45.8% |
| All | +233.0% | +56.5% | +176.5% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling