+145.5%
TER vs PPL
+56.9%
+88.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.0% |
| 7D | -28.2% | +1.0% | -29.2% | -27.9% |
| 30D | -50.6% | +6.8% | -57.4% | -49.6% |
| 3M | -45.3% | +3.9% | -49.2% | -44.6% |
| 6M | -40.4% | -2.0% | -38.3% | -40.1% |
| YTD | +10.0% | +5.3% | +4.8% | +11.9% |
| 1Y | +13.6% | +2.2% | +11.4% | +15.3% |
| All | +145.5% | +56.9% | +88.6% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling