+258.4%
TPR vs PPL
+47.7%
+210.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.3% | +6.7% |
| 7D | +13.9% | +1.0% | +12.8% | +13.4% |
| 30D | +14.9% | +6.8% | +8.1% | +11.9% |
| 3M | -15.4% | +3.9% | -19.2% | -16.8% |
| 6M | -4.5% | -2.0% | -2.4% | -3.9% |
| YTD | +6.0% | +5.3% | +0.7% | +3.0% |
| 1Y | +24.3% | +2.2% | +22.1% | +22.2% |
| 3Y | +412.8% | +56.7% | +356.1% | +298.1% |
| 5Y | +258.4% | +49.1% | +209.4% | +168.5% |
| All | +258.4% | +47.7% | +210.8% | +168.5% |
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