+112.5%
NET vs PPL
+39.5%
+72.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +2.7% | -9.6% | -7.7% |
| 30D | -4.8% | +0.5% | -5.3% | -5.0% |
| 3M | +3.8% | +0.7% | +3.2% | +3.2% |
| 6M | +50.0% | -7.6% | +57.6% | +53.3% |
| YTD | +41.5% | +1.8% | +39.7% | +39.6% |
| 1Y | +32.8% | -0.8% | +33.6% | +32.0% |
| 3Y | +335.9% | +56.9% | +279.0% | +230.8% |
| All | +112.5% | +39.5% | +72.9% | +71.8% |
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