+56.9%
PPL vs PL
+459.7%
-402.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +1.8% | -11.7% | +13.5% | +1.8% |
| 30D | +8.4% | -27.1% | +35.5% | +8.5% |
| 3M | +2.4% | -44.6% | +47.0% | +2.6% |
| 6M | -4.0% | -67.2% | +63.2% | -3.6% |
| YTD | +4.5% | -35.9% | +40.3% | +3.7% |
| 1Y | +1.7% | -0.4% | +2.1% | +0.1% |
| All | +56.9% | +459.7% | -402.9% | +41.2% |
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