+1,188.6%
PPL vs ALL
+3,667.9%
-2,479.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +0.5% | -1.5% | +1.9% | +0.7% |
| 3M | +0.7% | +23.6% | -23.0% | -5.2% |
| 6M | -7.6% | +22.3% | -29.9% | -12.9% |
| YTD | +1.8% | +26.5% | -24.7% | -5.1% |
| 1Y | -0.8% | +27.0% | -27.8% | -7.7% |
| 3Y | +56.9% | +149.6% | -92.7% | +20.6% |
| 5Y | +39.5% | +118.1% | -78.6% | +9.4% |
| 10Y | +55.4% | +369.0% | -313.6% | 0.0% |
| All | +1,188.6% | +3,667.9% | -2,479.3% | +410.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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