+336.0%
IR vs PPL
+39.9%
+296.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.9% |
| 7D | +2.5% | -0.4% | +2.9% | +2.7% |
| 30D | +9.2% | +2.6% | +6.5% | +7.7% |
| 3M | +0.9% | +0.8% | +0.1% | +0.3% |
| 6M | +19.2% | +1.4% | +17.8% | +18.1% |
| YTD | +7.5% | +4.3% | +3.2% | +4.6% |
| 1Y | +11.7% | +0.8% | +11.0% | +10.5% |
| 3Y | +23.9% | +57.9% | -34.0% | -3.7% |
| 5Y | +46.4% | +48.3% | -2.0% | +16.7% |
| All | +336.0% | +39.9% | +296.1% | +215.5% |
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 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