+226.8%
LOW vs PPL
+55.2%
+171.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | +1.8% | -1.4% | -0.5% |
| 30D | -10.1% | -1.1% | -9.0% | -9.7% |
| 3M | -2.9% | 0.0% | -2.9% | -2.9% |
| 6M | -19.4% | -7.6% | -11.8% | -16.5% |
| YTD | -15.4% | +1.7% | -17.2% | -16.5% |
| 1Y | -24.9% | +1.5% | -26.5% | -26.0% |
| 3Y | -7.8% | +55.3% | -63.1% | -27.3% |
| 5Y | +8.4% | +37.7% | -29.3% | -10.1% |
| 10Y | +226.8% | +54.0% | +172.8% | +142.3% |
| All | +226.8% | +55.2% | +171.6% | +142.3% |
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 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