+899.1%
PM vs PPL
+96.5%
+802.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 6M | +25.9% | -4.0% | +29.9% | +28.1% |
| YTD | +34.0% | +4.5% | +29.5% | +31.0% |
| 1Y | +46.9% | +1.7% | +45.2% | +45.2% |
| 3Y | +158.9% | +55.5% | +103.4% | +109.9% |
| 5Y | +181.3% | +47.0% | +134.3% | +131.3% |
| 10Y | +258.7% | +62.4% | +196.3% | +172.3% |
| All | +899.1% | +96.5% | +802.5% | +535.6% |
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 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