-35.5%
RBLX vs PPL
+56.3%
-91.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +10.2% | +1.8% | +8.4% | +9.6% |
| 30D | +18.6% | -1.1% | +19.7% | +19.0% |
| 3M | +6.0% | 0.0% | +5.9% | +5.6% |
| 6M | -29.5% | -7.6% | -21.9% | -27.9% |
| YTD | -44.7% | +1.7% | -46.4% | -45.4% |
| 1Y | -65.1% | +1.5% | -66.6% | -65.6% |
| 3Y | +54.5% | +55.3% | -0.8% | +23.4% |
| 5Y | -46.3% | +37.7% | -84.0% | -56.2% |
| All | -35.5% | +56.3% | -91.9% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling