+1,381.0%
NET vs PPL
+53.5%
+1,327.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | +1.8% | -18.2% | -16.5% |
| 30D | -25.8% | +8.4% | -34.3% | -26.4% |
| 3M | -11.5% | +2.4% | -13.9% | -11.8% |
| 6M | +18.9% | -4.0% | +22.9% | +19.4% |
| YTD | +35.2% | +4.5% | +30.8% | +34.4% |
| 1Y | +14.5% | +1.7% | +12.7% | +14.1% |
| 3Y | +313.8% | +55.5% | +258.3% | +287.8% |
| 5Y | +32.6% | +47.0% | -14.5% | +25.4% |
| All | +1,381.0% | +53.5% | +1,327.5% | +1,513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling