-26.0%
RBLX vs PPL
+58.2%
-84.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +7.9% | -2.2% | +10.1% | +8.6% |
| 30D | +3.9% | +1.7% | +2.2% | +3.2% |
| 3M | +44.7% | +0.1% | +44.6% | +44.4% |
| 6M | +23.8% | -1.5% | +25.3% | +23.8% |
| YTD | -36.5% | +3.0% | -39.5% | -37.7% |
| 1Y | -50.7% | -1.4% | -49.3% | -50.8% |
| 3Y | +33.8% | +53.5% | -19.6% | +8.0% |
| 5Y | -52.2% | +46.4% | -98.6% | -60.4% |
| All | -26.0% | +58.2% | -84.2% | -33.4% |
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