+35,474.9%
LOW vs PPL
+2,096.5%
+33,378.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.7% |
| 30D | -7.0% | +0.5% | -7.5% | -7.2% |
| 3M | -0.9% | +0.7% | -1.5% | -1.1% |
| 6M | -20.1% | -7.6% | -12.5% | -17.7% |
| YTD | -13.9% | +1.8% | -15.7% | -14.7% |
| 1Y | -21.1% | -0.8% | -20.4% | -21.3% |
| 3Y | -6.6% | +56.9% | -63.5% | -22.7% |
| 5Y | +9.4% | +39.5% | -30.2% | -5.8% |
| 10Y | +220.5% | +55.4% | +165.1% | +158.4% |
| All | +35,474.9% | +2,096.5% | +33,378.4% | +8,793.4% |
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 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