+50.1%
PPL vs PL
+28.1%
+22.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.4% | -10.9% | -0.7% |
| 7D | +0.4% | -6.8% | +7.3% | +0.5% |
| 30D | +5.4% | -29.3% | +34.7% | +6.0% |
| 3M | +4.3% | -44.8% | +49.0% | +5.3% |
| 6M | -1.3% | -68.4% | +67.0% | +0.4% |
| YTD | +4.7% | -36.4% | +41.0% | +4.1% |
| 1Y | +1.3% | +0.7% | +0.5% | -0.9% |
| 3Y | +57.2% | +455.3% | -398.1% | +39.8% |
| 5Y | +48.2% | +22.7% | +25.6% | +36.4% |
| All | +50.1% | +28.1% | +22.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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