-73.3%
U vs PPL
+47.4%
-120.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.7% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | +27.6% | +2.6% | +24.9% | +26.1% |
| 3M | +15.3% | +0.8% | +14.5% | +14.7% |
| 6M | +96.4% | +1.4% | +95.0% | +93.8% |
| YTD | +19.6% | +4.3% | +15.3% | +14.9% |
| 1Y | +42.1% | +0.8% | +41.4% | +39.0% |
| 3Y | +87.5% | +57.9% | +29.6% | +21.6% |
| All | -73.3% | +47.4% | -120.7% | -81.5% |
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