+1,006.2%
TER vs PPL
+65.3%
+940.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -8.9% | 0.0% | -8.9% | -9.0% |
| 30D | -39.1% | +4.3% | -43.4% | -40.1% |
| 3M | -32.8% | +2.9% | -35.7% | -33.7% |
| 6M | -31.7% | +1.1% | -32.8% | -32.6% |
| YTD | +26.9% | +4.5% | +22.5% | +23.2% |
| 1Y | +33.6% | +0.1% | +33.5% | +31.6% |
| 3Y | +181.5% | +55.7% | +125.8% | +123.9% |
| 5Y | +76.1% | +47.6% | +28.5% | +43.0% |
| 10Y | +1,006.2% | +66.8% | +939.4% | +714.6% |
| All | +1,006.2% | +65.3% | +940.9% | +714.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling