+5.6%
LOW vs PPL
+47.9%
-42.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | +24.5% | +5.4% | +19.0% | +21.7% |
| 3M | +3.5% | +4.3% | -0.8% | +1.6% |
| 6M | -2.6% | -1.3% | -1.2% | -2.1% |
| YTD | -4.8% | +4.7% | -9.5% | -7.0% |
| 1Y | -0.8% | +1.3% | -2.1% | -1.8% |
| 3Y | +22.8% | +57.2% | -34.4% | -3.0% |
| All | +5.6% | +47.9% | -42.2% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling