+6.3%
LOW vs PPL
+45.5%
-39.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +0.1% | -2.2% | +2.3% | +1.1% |
| 30D | +21.3% | +1.7% | +19.6% | +20.4% |
| 3M | +6.0% | +0.1% | +5.9% | +5.9% |
| 6M | +2.6% | -1.5% | +4.1% | +3.3% |
| YTD | -3.6% | +3.0% | -6.6% | -5.1% |
| 1Y | -1.0% | -1.4% | +0.5% | -0.7% |
| 3Y | +24.2% | +53.5% | -29.3% | -0.8% |
| 5Y | +6.3% | +46.4% | -40.1% | -11.3% |
| All | +6.3% | +45.5% | -39.2% | -11.3% |
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 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