+67.7%
T vs PPL
+39.5%
+28.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | +2.7% | -3.9% | -2.5% |
| 30D | +11.4% | +0.5% | +10.9% | +11.0% |
| 3M | +14.3% | +0.7% | +13.6% | +13.9% |
| 6M | -9.3% | -7.6% | -1.7% | -6.0% |
| YTD | +7.1% | +1.8% | +5.3% | +5.4% |
| 1Y | -9.1% | -0.8% | -8.3% | -9.6% |
| 3Y | +105.3% | +56.9% | +48.5% | +60.8% |
| All | +67.7% | +39.5% | +28.1% | +40.9% |
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 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