+69.9%
PPL vs P
+485.4%
-415.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 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% | -2.0% |
| 1Y | -0.8% | +26.4% | -27.1% | -4.0% |
| 3Y | +56.9% | +159.4% | -102.5% | +37.5% |
| 5Y | +39.5% | +275.8% | -236.3% | +14.8% |
| 10Y | +55.4% | +732.0% | -676.6% | +11.9% |
| All | +69.9% | +485.4% | -415.4% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling