+158.0%
MAR vs PPL
+47.9%
+110.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +16.8% | +5.4% | +11.4% | +14.8% |
| 3M | +16.0% | +4.3% | +11.8% | +14.3% |
| 6M | +16.5% | -1.3% | +17.8% | +16.7% |
| YTD | +35.0% | +4.7% | +30.4% | +31.8% |
| 1Y | +49.4% | +1.3% | +48.1% | +47.6% |
| 3Y | +124.1% | +57.2% | +66.8% | +81.5% |
| All | +158.0% | +47.9% | +110.1% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling