+229.6%
PM vs PPL
+62.0%
+167.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -5.2% | +0.4% | -5.6% | -5.4% |
| 30D | +2.7% | +5.4% | -2.8% | +0.1% |
| 3M | +5.2% | +4.3% | +1.0% | +3.0% |
| 6M | +17.0% | -1.3% | +18.3% | +17.6% |
| YTD | +25.5% | +4.7% | +20.8% | +22.3% |
| 1Y | +35.5% | +1.3% | +34.3% | +34.1% |
| 3Y | +143.9% | +57.2% | +86.7% | +94.0% |
| 5Y | +161.8% | +48.2% | +113.6% | +111.5% |
| All | +229.6% | +62.0% | +167.6% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling