+11.9%
IR vs PPL
+57.3%
-45.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | +2.7% | -5.5% | -3.4% |
| 30D | -15.1% | +0.5% | -15.6% | -15.3% |
| 3M | +6.1% | +0.7% | +5.4% | +6.0% |
| 6M | -16.8% | -7.6% | -9.2% | -15.4% |
| YTD | -3.5% | +1.8% | -5.4% | -3.9% |
| 1Y | -3.5% | -0.8% | -2.7% | -3.4% |
| All | +11.9% | +57.3% | -45.4% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling