+183.1%
MAR vs PPL
+45.5%
+137.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | +14.3% | +1.7% | +12.6% | +13.6% |
| 3M | +20.0% | +0.1% | +19.9% | +19.8% |
| 6M | +21.7% | -1.5% | +23.3% | +22.0% |
| YTD | +37.7% | +3.0% | +34.7% | +35.2% |
| 1Y | +46.8% | -1.4% | +48.2% | +46.4% |
| 3Y | +121.0% | +53.5% | +67.6% | +80.7% |
| 5Y | +183.1% | +46.4% | +136.7% | +125.9% |
| All | +183.1% | +45.5% | +137.6% | +125.9% |
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