+424.7%
MAR vs PPL
+54.2%
+370.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +2.7% | -6.8% | -5.3% |
| 30D | -6.7% | +0.5% | -7.1% | -6.9% |
| 3M | -12.5% | +0.7% | -13.1% | -13.0% |
| 6M | +0.6% | -7.6% | +8.2% | +3.8% |
| YTD | +9.1% | +1.8% | +7.3% | +7.3% |
| 1Y | +26.2% | -0.8% | +27.0% | +25.4% |
| 3Y | +68.2% | +56.9% | +11.3% | +30.6% |
| 5Y | +163.9% | +39.5% | +124.4% | +115.6% |
| All | +424.7% | +54.2% | +370.5% | +295.3% |
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