+103.8%
U vs PPL
+53.7%
+50.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | +32.3% | -1.2% | +33.5% | +32.1% |
| 30D | +9.7% | +4.2% | +5.5% | +10.4% |
| 3M | +19.6% | +1.5% | +18.1% | +20.0% |
| 6M | +82.6% | +1.0% | +81.6% | +83.5% |
| YTD | +16.4% | +4.4% | +12.0% | +16.9% |
| 1Y | +28.5% | +0.8% | +27.7% | +29.3% |
| 3Y | +103.8% | +56.5% | +47.3% | +69.8% |
| All | +103.8% | +53.7% | +50.0% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling