+59.3%
PPL vs POET
-20.8%
+80.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.0% | -0.2% |
| 7D | +2.7% | +5.6% | -2.9% | +2.5% |
| 30D | +0.5% | -2.1% | +2.6% | +0.5% |
| 3M | +0.7% | -48.8% | +49.5% | +1.7% |
| 6M | -7.6% | +15.8% | -23.4% | -9.4% |
| YTD | +1.8% | +25.1% | -23.3% | -0.6% |
| 1Y | -0.8% | +50.6% | -51.3% | -4.0% |
| 3Y | +56.9% | +107.9% | -51.0% | +46.1% |
| 5Y | +39.5% | -11.0% | +50.5% | +31.2% |
| 10Y | +55.4% | +25.7% | +29.7% | +38.6% |
| All | +59.3% | -20.8% | +80.1% | +30.5% |
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