+537.5%
MAR vs PPL
+65.3%
+472.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.6% |
| 7D | +2.9% | 0.0% | +2.8% | +2.8% |
| 30D | +17.0% | +4.3% | +12.8% | +14.7% |
| 3M | +23.2% | +2.9% | +20.2% | +21.3% |
| 6M | +21.7% | +1.1% | +20.6% | +20.5% |
| YTD | +38.9% | +4.5% | +34.4% | +34.7% |
| 1Y | +48.7% | +0.1% | +48.6% | +47.1% |
| 3Y | +122.9% | +55.7% | +67.2% | +74.1% |
| 5Y | +177.5% | +47.6% | +129.9% | +120.2% |
| 10Y | +537.5% | +66.8% | +470.7% | +386.0% |
| All | +537.5% | +65.3% | +472.2% | +386.0% |
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