+340.0%
IR vs PPL
+40.1%
+299.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +9.0% | +4.3% | +4.7% | +6.8% |
| 3M | -0.9% | +2.9% | -3.8% | -2.4% |
| 6M | +13.4% | +1.1% | +12.3% | +12.5% |
| YTD | +8.5% | +4.5% | +4.0% | +5.5% |
| 1Y | +11.3% | +0.1% | +11.2% | +10.4% |
| 3Y | +26.0% | +55.7% | -29.7% | -1.3% |
| 5Y | +47.9% | +47.6% | +0.3% | +18.2% |
| All | +340.0% | +40.1% | +299.9% | +218.2% |
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