+54.2%
PPL vs P
+732.0%
-677.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +2.7% | +6.5% | -3.9% | +2.2% |
| 30D | +0.5% | +18.8% | -18.4% | -0.9% |
| 3M | +0.7% | +26.7% | -26.1% | -1.4% |
| 6M | -7.6% | +62.2% | -69.8% | -11.4% |
| YTD | +1.8% | +48.5% | -46.7% | -2.1% |
| 1Y | -0.8% | +26.4% | -27.1% | -4.0% |
| 3Y | +56.9% | +159.4% | -102.5% | +36.5% |
| 5Y | +39.5% | +275.8% | -236.3% | +13.3% |
| All | +54.2% | +732.0% | -677.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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