+58.1%
PPL vs ROP
-0.9%
+59.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +1.0% | +9.2% | -8.1% | +0.1% |
| 30D | +6.8% | +35.5% | -28.7% | +3.3% |
| 3M | +3.9% | +24.4% | -20.6% | +1.3% |
| 6M | -2.0% | +38.0% | -40.1% | -5.6% |
| YTD | +5.3% | +11.1% | -5.8% | +5.8% |
| 1Y | +2.2% | +10.9% | -8.7% | +2.7% |
| All | +58.1% | -0.9% | +59.0% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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