+61.0%
PPL vs POET
-47.9%
+108.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | -0.3% |
| 7D | -2.2% | +22.3% | -24.5% | -2.6% |
| 30D | +1.7% | -17.6% | +19.2% | +1.9% |
| 3M | +0.1% | -41.3% | +41.4% | +1.0% |
| 6M | -1.5% | -62.1% | +60.5% | -0.4% |
| YTD | +3.0% | -17.7% | +20.7% | +1.2% |
| 1Y | -1.4% | +3.2% | -4.6% | -3.8% |
| 3Y | +53.5% | +294.7% | -241.2% | +40.7% |
| 5Y | +46.4% | -37.2% | +83.6% | +38.5% |
| 10Y | +64.3% | +126.5% | -62.3% | +44.6% |
| All | +61.0% | -47.9% | +108.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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