+1,594.6%
T vs PPL
+2,170.9%
-576.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +4.3% | +1.0% | +3.3% | +3.9% |
| 30D | -9.7% | +6.8% | -16.5% | -11.9% |
| 3M | -4.3% | +3.9% | -8.2% | -5.8% |
| 6M | -13.7% | -2.0% | -11.6% | -13.1% |
| YTD | -8.0% | +5.3% | -13.2% | -10.1% |
| 1Y | -6.9% | +2.2% | -9.1% | -8.2% |
| 3Y | +59.7% | +56.7% | +3.0% | +33.8% |
| 5Y | +53.4% | +49.1% | +4.4% | +30.2% |
| 10Y | +58.2% | +63.6% | -5.4% | +25.9% |
| All | +1,594.6% | +2,170.9% | -576.2% | +362.5% |
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