+177.7%
GM vs PPL
+58.0%
+119.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +2.7% | -0.7% | +1.4% |
| 30D | -1.4% | +0.5% | -1.8% | -1.5% |
| 3M | +5.9% | +0.7% | +5.2% | +5.7% |
| 6M | +12.4% | -7.6% | +20.0% | +14.0% |
| YTD | +8.6% | +1.8% | +6.8% | +8.0% |
| 1Y | +52.6% | -0.8% | +53.4% | +52.4% |
| All | +177.7% | +58.0% | +119.7% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling