+23,761.0%
PH vs PPL
+2,096.5%
+21,664.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | +2.7% | -5.7% | -4.2% |
| 30D | -3.2% | +0.5% | -3.7% | -3.5% |
| 3M | +10.6% | +0.7% | +9.9% | +10.0% |
| 6M | -2.1% | -7.6% | +5.5% | +1.0% |
| YTD | +10.2% | +1.8% | +8.4% | +8.8% |
| 1Y | +28.2% | -0.8% | +29.0% | +27.8% |
| 3Y | +134.9% | +56.9% | +78.0% | +88.4% |
| 5Y | +253.6% | +39.5% | +214.1% | +197.5% |
| 10Y | +804.7% | +55.4% | +749.3% | +616.0% |
| All | +23,761.0% | +2,096.5% | +21,664.6% | +8,639.3% |
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