+59.9%
PPL vs AR
+40.7%
+19.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +0.5% | +14.8% | -14.3% | -0.3% |
| 3M | +0.7% | +6.2% | -5.6% | +0.2% |
| 6M | -7.6% | +4.3% | -11.9% | -8.0% |
| YTD | +1.8% | +14.4% | -12.5% | +0.6% |
| 1Y | -0.8% | +21.3% | -22.1% | -2.6% |
| All | +59.9% | +40.7% | +19.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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