-26.3%
RBLX vs PPL
+60.5%
-86.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +12.6% | 0.0% | +12.6% | +12.6% |
| 30D | +6.4% | +4.3% | +2.2% | +5.0% |
| 3M | +38.2% | +2.9% | +35.2% | +36.7% |
| 6M | +22.1% | +1.1% | +21.0% | +21.2% |
| YTD | -36.8% | +4.5% | -41.3% | -38.2% |
| 1Y | -51.4% | +0.1% | -51.5% | -51.8% |
| 3Y | +33.2% | +55.7% | -22.5% | +7.1% |
| 5Y | -46.3% | +47.6% | -93.9% | -55.7% |
| All | -26.3% | +60.5% | -86.9% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling