+50.2%
PPL vs PR
+160.5%
-110.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.6% | +0.2% |
| 7D | +1.8% | -12.1% | +13.9% | +2.0% |
| 30D | +8.4% | +0.9% | +7.5% | +8.4% |
| 3M | +2.4% | +10.1% | -7.8% | +2.1% |
| 6M | -4.0% | +1.1% | -5.1% | -4.0% |
| YTD | +4.5% | +63.7% | -59.2% | +3.3% |
| 1Y | +1.7% | +87.0% | -85.3% | +0.3% |
| 3Y | +55.5% | +70.7% | -15.2% | +53.1% |
| 5Y | +47.0% | +246.8% | -199.8% | +42.3% |
| 10Y | +62.4% | +72.6% | -10.2% | +54.9% |
| All | +50.2% | +160.5% | -110.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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