+1,607.8%
PPL vs ROP
+30,787.8%
-29,180.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +1.0% | +9.2% | -8.1% | -0.6% |
| 30D | +6.8% | +35.5% | -28.7% | +1.0% |
| 3M | +3.9% | +24.4% | -20.6% | -0.4% |
| 6M | -2.0% | +38.0% | -40.1% | -8.1% |
| YTD | +5.3% | +11.1% | -5.8% | +2.3% |
| 1Y | +2.2% | +10.9% | -8.7% | -0.6% |
| 3Y | +56.7% | -0.5% | +57.2% | +54.7% |
| 5Y | +49.1% | +4.5% | +44.5% | +45.3% |
| 10Y | +63.6% | +207.5% | -143.8% | +33.5% |
| All | +1,607.8% | +30,787.8% | -29,180.0% | +915.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling