+246.5%
GM vs PPL
+196.9%
+49.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.9% | +2.7% | -0.7% | +0.6% |
| 30D | -1.4% | +0.5% | -1.8% | -1.7% |
| 3M | +5.9% | +0.7% | +5.2% | +5.2% |
| 6M | +12.4% | -7.6% | +20.0% | +16.4% |
| YTD | +8.6% | +1.8% | +6.8% | +6.7% |
| 1Y | +52.6% | -0.8% | +53.4% | +51.4% |
| 3Y | +169.7% | +56.9% | +112.8% | +103.6% |
| 5Y | +87.5% | +39.5% | +48.0% | +50.5% |
| 10Y | +233.0% | +55.4% | +177.6% | +140.9% |
| All | +246.5% | +196.9% | +49.6% | +65.5% |
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 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