+202.8%
TER vs PPL
+39.5%
+163.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +2.7% | -2.0% | +0.1% |
| 30D | -8.3% | +0.5% | -8.7% | -8.3% |
| 3M | -12.2% | +0.7% | -12.9% | -12.7% |
| 6M | +17.1% | -7.6% | +24.7% | +18.7% |
| YTD | +84.7% | +1.8% | +82.9% | +82.1% |
| 1Y | +199.9% | -0.8% | +200.7% | +197.1% |
| 3Y | +232.8% | +56.9% | +175.9% | +158.5% |
| All | +202.8% | +39.5% | +163.3% | +141.0% |
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