-67.9%
U vs PPL
+47.7%
-115.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | +0.8% | +14.1% | +14.6% |
| 7D | +24.3% | +1.0% | +23.2% | +23.8% |
| 30D | +8.6% | +6.8% | +1.7% | +5.5% |
| 3M | +37.6% | +3.9% | +33.7% | +35.2% |
| 6M | +78.5% | -2.0% | +80.5% | +79.1% |
| YTD | +10.5% | +5.3% | +5.2% | +5.8% |
| 1Y | +15.2% | +2.2% | +13.0% | +12.0% |
| 3Y | +76.6% | +56.7% | +19.8% | +16.3% |
| 5Y | -67.9% | +49.1% | -117.0% | -77.3% |
| All | -67.9% | +47.7% | -115.6% | -77.3% |
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 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