+50.1%
PPL vs S
-56.8%
+106.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.7% | -7.7% | +10.4% | +2.8% |
| 30D | +0.5% | -5.3% | +5.8% | +0.5% |
| 3M | +0.7% | +20.3% | -19.6% | +0.3% |
| 6M | -7.6% | +47.4% | -55.0% | -8.4% |
| YTD | +1.8% | +32.5% | -30.7% | +1.1% |
| 1Y | -0.8% | +9.5% | -10.3% | -1.1% |
| 3Y | +56.9% | +15.5% | +41.4% | +54.7% |
| 5Y | +39.5% | -71.2% | +110.7% | +35.6% |
| All | +50.1% | -56.8% | +106.9% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling