+50.4%
TER vs PPL
+47.7%
+2.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.8% | -16.0% | -15.4% |
| 7D | -28.2% | +1.0% | -29.2% | -28.3% |
| 30D | -50.6% | +6.8% | -57.4% | -51.2% |
| 3M | -45.3% | +3.9% | -49.2% | -45.7% |
| 6M | -40.4% | -2.0% | -38.3% | -40.2% |
| YTD | +10.0% | +5.3% | +4.8% | +7.7% |
| 1Y | +13.6% | +2.2% | +11.4% | +12.2% |
| 3Y | +145.2% | +56.7% | +88.5% | +92.3% |
| 5Y | +50.4% | +49.1% | +1.3% | +18.3% |
| All | +50.4% | +47.7% | +2.7% | +18.3% |
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