-0.5%
ROL vs PPL
+39.5%
-40.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +2.7% | -4.1% | -2.6% |
| 30D | -4.1% | +0.5% | -4.5% | -4.3% |
| 3M | -22.5% | +0.7% | -23.2% | -22.8% |
| 6M | -37.7% | -7.6% | -30.1% | -35.6% |
| YTD | -39.6% | +1.8% | -41.4% | -40.5% |
| 1Y | -36.0% | -0.8% | -35.3% | -36.2% |
| 3Y | -5.1% | +56.9% | -62.0% | -23.5% |
| All | -0.5% | +39.5% | -40.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling