+39.2%
O vs PPL
+56.9%
-17.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +4.5% | +1.0% | +3.5% | +3.9% |
| 30D | +10.2% | +6.8% | +3.4% | +6.2% |
| 3M | -3.8% | +3.9% | -7.6% | -5.9% |
| 6M | -3.8% | -2.0% | -1.8% | -2.9% |
| YTD | +10.3% | +5.3% | +5.1% | +6.5% |
| 1Y | +11.9% | +2.2% | +9.7% | +9.8% |
| All | +39.2% | +56.9% | -17.7% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling