+319.4%
IR vs PPL
+41.2%
+278.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.8% |
| 30D | +3.3% | +6.8% | -3.5% | +0.1% |
| 3M | -9.0% | +3.9% | -12.9% | -10.9% |
| 6M | +8.0% | -2.0% | +10.0% | +8.7% |
| YTD | +3.4% | +5.3% | -1.9% | +0.2% |
| 1Y | +4.5% | +2.2% | +2.3% | +2.7% |
| 3Y | +25.6% | +56.7% | -31.1% | -2.0% |
| 5Y | +43.8% | +49.1% | -5.3% | +14.5% |
| All | +319.4% | +41.2% | +278.2% | +202.3% |
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