+59.9%
PPL vs S
+16.9%
+43.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.7% | -7.7% | +10.4% | +2.6% |
| 30D | +0.5% | -5.3% | +5.8% | +0.4% |
| 3M | +0.7% | +20.3% | -19.6% | +0.7% |
| 6M | -7.6% | +47.4% | -55.0% | -7.6% |
| YTD | +1.8% | +32.5% | -30.7% | +1.8% |
| 1Y | -0.8% | +9.5% | -10.3% | -0.7% |
| All | +59.9% | +16.9% | +43.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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