+763.1%
PM vs PPL
+91.6%
+671.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | +2.7% | -7.5% | -6.0% |
| 30D | -3.4% | +0.5% | -3.8% | -3.6% |
| 3M | +5.2% | +0.7% | +4.5% | +4.8% |
| 6M | +3.7% | -7.6% | +11.3% | +7.4% |
| YTD | +15.8% | +1.8% | +13.9% | +14.5% |
| 1Y | +17.4% | -0.8% | +18.1% | +17.3% |
| 3Y | +116.9% | +56.9% | +60.1% | +75.0% |
| 5Y | +117.3% | +39.5% | +77.8% | +83.1% |
| 10Y | +193.8% | +55.4% | +138.4% | +127.4% |
| All | +763.1% | +91.6% | +671.5% | +455.8% |
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 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