+5,387.7%
O vs PPL
+1,620.7%
+3,767.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +2.7% | -3.4% | -1.9% |
| 30D | -1.9% | +0.5% | -2.3% | -2.1% |
| 3M | +3.8% | +0.7% | +3.2% | +3.5% |
| 6M | -4.7% | -7.6% | +2.9% | -1.5% |
| YTD | +12.5% | +1.8% | +10.7% | +11.3% |
| 1Y | +10.8% | -0.8% | +11.6% | +10.7% |
| 3Y | +28.8% | +56.9% | -28.1% | +5.0% |
| 5Y | +13.2% | +39.5% | -26.3% | -3.4% |
| 10Y | +53.5% | +55.4% | -1.9% | +25.0% |
| All | +5,387.7% | +1,620.7% | +3,767.1% | +3,183.7% |
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 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