+31,139.8%
HD vs PPL
+2,096.5%
+29,043.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +2.7% | -4.7% | -3.0% |
| 30D | -8.4% | +0.5% | -8.9% | -8.6% |
| 3M | +4.3% | +0.7% | +3.7% | +4.1% |
| 6M | -11.1% | -7.6% | -3.5% | -8.7% |
| YTD | -4.7% | +1.8% | -6.5% | -5.5% |
| 1Y | -19.8% | -0.8% | -19.1% | -19.9% |
| 3Y | +4.1% | +56.9% | -52.8% | -12.7% |
| 5Y | +10.3% | +39.5% | -29.2% | -4.1% |
| 10Y | +203.2% | +55.4% | +147.8% | +147.1% |
| All | +31,139.8% | +2,096.5% | +29,043.3% | +7,900.3% |
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