+1,556.0%
PPL vs M
+396.5%
+1,159.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +2.7% | +4.7% | -2.1% | +2.1% |
| 30D | +0.5% | -9.6% | +10.1% | +1.6% |
| 3M | +0.7% | +0.9% | -0.2% | +0.3% |
| 6M | -7.6% | +22.3% | -29.9% | -10.2% |
| YTD | +1.8% | +6.5% | -4.7% | +0.3% |
| 1Y | -0.8% | +38.8% | -39.5% | -5.6% |
| 3Y | +56.9% | +115.9% | -59.0% | +36.7% |
| 5Y | +39.5% | +28.6% | +10.9% | +24.0% |
| 10Y | +55.4% | -2.5% | +57.9% | +26.5% |
| All | +1,556.0% | +396.5% | +1,159.5% | +924.8% |
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