+158.5%
MAR vs PPL
+48.7%
+109.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +4.4% | +1.0% | +3.4% | +4.1% |
| 30D | +15.5% | +6.8% | +8.7% | +13.0% |
| 3M | +15.7% | +3.9% | +11.9% | +14.2% |
| 6M | +18.2% | -2.0% | +20.2% | +18.7% |
| YTD | +35.3% | +5.3% | +30.0% | +31.9% |
| 1Y | +48.6% | +2.2% | +46.5% | +46.4% |
| 3Y | +124.3% | +56.7% | +67.6% | +82.1% |
| All | +158.5% | +48.7% | +109.8% | +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