+1,449.6%
NET vs PPL
+49.7%
+1,399.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +2.7% | -9.6% | -7.2% |
| 30D | -4.8% | +0.5% | -5.3% | -4.9% |
| 3M | +3.8% | +0.7% | +3.2% | +3.7% |
| 6M | +50.0% | -7.6% | +57.6% | +51.1% |
| YTD | +41.5% | +1.8% | +39.7% | +41.0% |
| 1Y | +32.8% | -0.8% | +33.6% | +32.7% |
| 3Y | +335.9% | +56.9% | +279.0% | +307.7% |
| 5Y | +113.8% | +39.5% | +74.3% | +102.5% |
| All | +1,449.6% | +49.7% | +1,399.9% | +1,592.7% |
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