+58.1%
PPL vs RL
+244.8%
-186.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.3% | +8.1% | +1.1% |
| 7D | +1.0% | -4.7% | +5.7% | +1.2% |
| 30D | +6.8% | +3.6% | +3.3% | +6.6% |
| 3M | +3.9% | +0.5% | +3.3% | +3.7% |
| 6M | -2.0% | +6.6% | -8.6% | -2.5% |
| YTD | +5.3% | +8.8% | -3.6% | +4.6% |
| 1Y | +2.2% | +21.8% | -19.6% | +1.1% |
| All | +58.1% | +244.8% | -186.7% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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