+1,292.7%
PPL vs RL
+1,366.2%
-73.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +0.5% | -7.8% | +8.2% | +1.6% |
| 3M | +0.7% | -4.0% | +4.7% | +1.0% |
| 6M | -7.6% | -1.9% | -5.7% | -7.9% |
| YTD | +1.8% | -0.2% | +2.0% | +1.1% |
| 1Y | -0.8% | +10.7% | -11.4% | -3.0% |
| 3Y | +56.9% | +210.8% | -153.9% | +28.6% |
| 5Y | +39.5% | +238.2% | -198.7% | +10.7% |
| 10Y | +55.4% | +313.4% | -258.0% | +14.6% |
| All | +1,292.7% | +1,366.2% | -73.5% | +764.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling