+64.4%
PPL vs M
+3.7%
+60.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.1% | -8.4% | -1.1% |
| 7D | -1.2% | +2.5% | -3.8% | -1.6% |
| 30D | +4.2% | +10.1% | -5.8% | +3.1% |
| 3M | +1.5% | -0.9% | +2.4% | +1.4% |
| 6M | +1.0% | +30.2% | -29.1% | -2.2% |
| YTD | +4.4% | +16.3% | -11.9% | +1.9% |
| 1Y | +0.8% | +27.0% | -26.2% | -2.7% |
| 3Y | +56.5% | +154.5% | -98.0% | +35.6% |
| 5Y | +47.7% | -1.1% | +48.7% | +38.2% |
| 10Y | +64.4% | +0.5% | +63.9% | +12.4% |
| All | +64.4% | +3.7% | +60.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling