+46.9%
PM vs PPL
+1.0%
+45.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.5% |
| 7D | +4.3% | +1.8% | +2.5% | +3.4% |
| 30D | +11.5% | +8.4% | +3.1% | +7.5% |
| 3M | +13.0% | +2.4% | +10.7% | +11.9% |
| 6M | +25.9% | -4.0% | +29.9% | +27.4% |
| YTD | +34.0% | +4.5% | +29.5% | +31.5% |
| 1Y | +46.9% | +1.7% | +45.2% | +43.6% |
| All | +46.9% | +1.0% | +45.9% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling