+254.0%
GM vs PPL
+204.4%
+49.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.3% | +4.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.3% |
| 30D | +8.4% | +4.2% | +4.1% | +6.1% |
| 3M | +2.6% | +1.5% | +1.1% | +1.6% |
| 6M | +14.3% | +1.0% | +13.2% | +13.2% |
| YTD | +11.0% | +4.4% | +6.6% | +7.6% |
| 1Y | +27.8% | +0.8% | +27.1% | +26.0% |
| 3Y | +246.7% | +56.5% | +190.2% | +163.1% |
| 5Y | +59.6% | +47.7% | +11.9% | +24.3% |
| 10Y | +249.1% | +64.4% | +184.7% | +145.9% |
| All | +254.0% | +204.4% | +49.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling