+46.4%
PPL vs PR
+169.5%
-123.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +2.7% | +2.9% | -0.2% | +2.6% |
| 30D | +0.5% | +18.0% | -17.6% | +0.1% |
| 3M | +0.7% | +16.9% | -16.2% | +0.3% |
| 6M | -7.6% | +28.2% | -35.8% | -8.1% |
| YTD | +1.8% | +69.3% | -67.5% | +0.7% |
| 1Y | -0.8% | +69.5% | -70.3% | -1.9% |
| 3Y | +56.9% | +81.7% | -24.8% | +54.3% |
| 5Y | +39.5% | +422.2% | -382.7% | +34.4% |
| 10Y | +55.4% | +110.4% | -55.0% | +48.7% |
| All | +46.4% | +169.5% | -123.1% | +38.4% |
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