+7,919.3%
TPR vs PPL
+466.8%
+7,452.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.6% | +1.8% | +10.9% | +11.6% |
| 30D | +7.1% | +8.4% | -1.3% | +2.6% |
| 3M | -19.4% | +2.4% | -21.7% | -20.6% |
| 6M | -9.7% | -4.0% | -5.8% | -8.2% |
| YTD | -1.0% | +4.5% | -5.5% | -4.1% |
| 1Y | +19.3% | +1.7% | +17.6% | +17.0% |
| 3Y | +379.0% | +55.5% | +323.4% | +266.4% |
| 5Y | +239.1% | +47.0% | +192.0% | +164.6% |
| 10Y | +364.0% | +62.4% | +301.6% | +242.0% |
| All | +7,919.3% | +466.8% | +7,452.5% | +3,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling