+50.9%
PPL vs PL
+16.0%
+34.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.9% | +1.0% |
| 7D | +1.0% | -20.5% | +21.6% | +1.4% |
| 30D | +6.8% | -38.8% | +45.6% | +7.7% |
| 3M | +3.9% | -49.1% | +53.0% | +5.0% |
| 6M | -2.0% | -69.4% | +67.3% | -0.2% |
| YTD | +5.3% | -42.3% | +47.6% | +4.9% |
| 1Y | +2.2% | -14.2% | +16.4% | +0.4% |
| 3Y | +56.7% | +398.7% | -342.0% | +39.7% |
| 5Y | +49.1% | +11.1% | +37.9% | +37.4% |
| All | +50.9% | +16.0% | +34.9% | +39.6% |
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