+256.1%
TPR vs PPL
+47.9%
+208.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | +14.2% | +0.4% | +13.8% | +14.0% |
| 30D | +17.1% | +5.4% | +11.6% | +14.6% |
| 3M | -17.7% | +4.3% | -22.0% | -19.2% |
| 6M | -10.2% | -1.3% | -8.8% | -9.9% |
| YTD | +4.9% | +4.7% | +0.2% | +2.1% |
| 1Y | +36.1% | +1.3% | +34.9% | +34.4% |
| 3Y | +416.5% | +57.2% | +359.2% | +299.9% |
| All | +256.1% | +47.9% | +208.2% | +166.5% |
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 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