+337.2%
IR vs PPL
+38.1%
+299.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +4.3% | -2.2% | +6.4% | +5.3% |
| 30D | +8.1% | +1.7% | +6.4% | +7.1% |
| 3M | +0.7% | +0.1% | +0.6% | +0.4% |
| 6M | +16.6% | -1.5% | +18.2% | +17.1% |
| YTD | +7.8% | +3.0% | +4.8% | +5.6% |
| 1Y | +9.9% | -1.4% | +11.4% | +9.8% |
| 3Y | +25.2% | +53.5% | -28.3% | -1.3% |
| 5Y | +46.8% | +46.4% | +0.4% | +17.8% |
| All | +337.2% | +38.1% | +299.2% | +218.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling