+148.4%
PM vs PPL
+56.9%
+91.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.0% |
| 7D | -3.4% | +1.0% | -4.4% | -3.9% |
| 30D | +5.8% | +6.8% | -1.0% | +2.5% |
| 3M | +6.7% | +3.9% | +2.8% | +4.6% |
| 6M | +19.9% | -2.0% | +21.9% | +20.8% |
| YTD | +27.8% | +5.3% | +22.5% | +24.1% |
| 1Y | +39.4% | +2.2% | +37.2% | +37.2% |
| All | +148.4% | +56.9% | +91.5% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling