+45.6%
RBLX vs PPL
+56.0%
-10.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.5% |
| 7D | +14.7% | +0.4% | +14.3% | +14.7% |
| 30D | +6.2% | +5.4% | +0.8% | +6.2% |
| 3M | +36.8% | +4.3% | +32.5% | +36.8% |
| 6M | +12.7% | -1.3% | +14.0% | +12.8% |
| YTD | -39.2% | +4.7% | -43.8% | -39.2% |
| 1Y | -51.3% | +1.3% | -52.6% | -51.2% |
| 3Y | +45.6% | +57.2% | -11.6% | +49.6% |
| All | +45.6% | +56.0% | -10.4% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling