+1,612.1%
PPL vs M
+425.5%
+1,186.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +1.5% |
| 7D | +1.0% | -2.1% | +3.2% | +1.2% |
| 30D | +6.8% | +7.7% | -0.9% | +5.8% |
| 3M | +3.9% | -4.4% | +8.2% | +4.2% |
| 6M | -2.0% | +27.5% | -29.5% | -5.4% |
| YTD | +5.3% | +12.8% | -7.5% | +2.8% |
| 1Y | +2.2% | +20.7% | -18.5% | -1.2% |
| 3Y | +56.7% | +111.3% | -54.6% | +36.9% |
| 5Y | +49.1% | -6.3% | +55.4% | +38.8% |
| 10Y | +63.6% | +1.5% | +62.2% | +32.4% |
| All | +1,612.1% | +425.5% | +1,186.5% | +950.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling