+58.1%
PPL vs P
+166.1%
-108.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -16.4% | +17.2% | +0.5% |
| 7D | +1.0% | -31.9% | +32.9% | +0.4% |
| 30D | +6.8% | -36.5% | +43.3% | +6.0% |
| 3M | +3.9% | +11.6% | -7.7% | +4.2% |
| 6M | -2.0% | +25.2% | -27.2% | -1.3% |
| YTD | +5.3% | +39.4% | -34.2% | +6.3% |
| 1Y | +2.2% | -3.7% | +5.9% | +2.6% |
| All | +58.1% | +166.1% | -108.0% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling