+60.2%
PPL vs P
+713.7%
-653.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.8% |
| 7D | +0.4% | -23.8% | +24.2% | +2.0% |
| 30D | +5.4% | -36.6% | +42.1% | +8.2% |
| 3M | +4.3% | +10.9% | -6.6% | +2.8% |
| 6M | -1.3% | +30.0% | -31.3% | -4.4% |
| YTD | +4.7% | +44.4% | -39.7% | +0.2% |
| 1Y | +1.3% | +3.9% | -2.7% | -1.0% |
| 3Y | +57.2% | +176.6% | -119.4% | +34.7% |
| 5Y | +48.2% | +249.3% | -201.0% | +20.4% |
| All | +60.2% | +713.7% | -653.5% | +12.3% |
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