+39,219.9%
LOW vs PPL
+2,158.2%
+37,061.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +7.4% | +0.4% | +7.0% | +7.3% |
| 30D | +24.5% | +5.4% | +19.0% | +22.0% |
| 3M | +3.5% | +4.3% | -0.8% | +1.8% |
| 6M | -2.6% | -1.3% | -1.2% | -2.1% |
| YTD | -4.8% | +4.7% | -9.5% | -6.7% |
| 1Y | -0.8% | +1.3% | -2.1% | -1.6% |
| 3Y | +22.8% | +57.2% | -34.4% | +1.7% |
| 5Y | +5.3% | +48.2% | -42.9% | -11.3% |
| 10Y | +309.5% | +62.7% | +246.7% | +224.9% |
| All | +39,219.9% | +2,158.2% | +37,061.6% | +9,627.1% |
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