+61.1%
PPL vs P
+685.9%
-624.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.4% | +17.2% | +1.8% |
| 7D | +1.0% | -31.9% | +32.9% | +3.3% |
| 30D | +6.8% | -36.5% | +43.3% | +9.6% |
| 3M | +3.9% | +11.6% | -7.7% | +2.3% |
| 6M | -2.0% | +25.2% | -27.2% | -4.8% |
| YTD | +5.3% | +39.4% | -34.2% | +1.0% |
| 1Y | +2.2% | -3.7% | +5.9% | +0.4% |
| 3Y | +56.7% | +167.3% | -110.5% | +34.5% |
| 5Y | +49.1% | +237.3% | -188.3% | +21.3% |
| All | +61.1% | +685.9% | -624.7% | +13.1% |
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