+58.1%
PPL vs PL
+403.1%
-345.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.1% | +10.9% | +0.8% |
| 7D | +1.0% | -20.5% | +21.6% | +1.1% |
| 30D | +6.8% | -38.8% | +45.6% | +7.0% |
| 3M | +3.9% | -49.1% | +53.0% | +4.1% |
| 6M | -2.0% | -69.4% | +67.3% | -1.6% |
| YTD | +5.3% | -42.3% | +47.6% | +4.5% |
| 1Y | +2.2% | -14.2% | +16.4% | +0.6% |
| All | +58.1% | +403.1% | -345.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling