+539.2%
MAR vs PPL
+65.2%
+473.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +1.0% | -1.0% | +2.0% | +1.4% |
| 30D | +16.2% | +3.0% | +13.2% | +14.5% |
| 3M | +23.1% | +1.1% | +21.9% | +22.2% |
| 6M | +22.0% | -0.8% | +22.7% | +21.8% |
| YTD | +39.2% | +3.5% | +35.7% | +35.6% |
| 1Y | +48.3% | -0.9% | +49.2% | +47.4% |
| 3Y | +123.4% | +54.2% | +69.2% | +75.3% |
| 5Y | +185.4% | +46.3% | +139.1% | +127.4% |
| 10Y | +539.2% | +65.0% | +474.1% | +389.3% |
| All | +539.2% | +65.2% | +473.9% | +389.3% |
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