+25.9%
GM vs PPL
+1.0%
+24.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +7.2% | +4.3% | +2.9% | +6.7% |
| 3M | +1.0% | +2.9% | -1.9% | +0.6% |
| 6M | +13.0% | +1.1% | +11.9% | +12.8% |
| YTD | +9.8% | +4.5% | +5.3% | +10.8% |
| 1Y | +25.9% | +0.1% | +25.8% | +28.4% |
| All | +25.9% | +1.0% | +24.9% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling