+59.6%
GM vs PPL
+48.1%
+11.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.3% | +4.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.2% |
| 30D | +8.4% | +4.2% | +4.1% | +6.5% |
| 3M | +2.6% | +1.5% | +1.1% | +1.9% |
| 6M | +14.3% | +1.0% | +13.2% | +13.4% |
| YTD | +11.0% | +4.4% | +6.6% | +8.1% |
| 1Y | +27.8% | +0.8% | +27.1% | +26.4% |
| 3Y | +246.7% | +56.5% | +190.2% | +160.9% |
| 5Y | +59.6% | +47.7% | +11.9% | +21.8% |
| All | +59.6% | +48.1% | +11.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling