+250.9%
PM vs PPL
+65.3%
+185.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -6.6% | 0.0% | -6.7% | -6.6% |
| 30D | -3.4% | +4.3% | -7.7% | -5.4% |
| 3M | +5.3% | +2.9% | +2.4% | +3.8% |
| 6M | +15.5% | +1.1% | +14.4% | +14.8% |
| YTD | +24.3% | +4.5% | +19.8% | +21.2% |
| 1Y | +29.7% | +0.1% | +29.6% | +29.1% |
| 3Y | +144.9% | +55.7% | +89.2% | +96.0% |
| 5Y | +159.0% | +47.6% | +111.4% | +110.0% |
| 10Y | +250.9% | +66.8% | +184.1% | +150.8% |
| All | +250.9% | +65.3% | +185.6% | +150.8% |
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