-39.0%
U vs PPL
+60.6%
-99.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +2.7% | -6.5% | -4.5% |
| 30D | +17.5% | +0.5% | +17.0% | +17.3% |
| 3M | +38.7% | +0.7% | +38.1% | +38.1% |
| 6M | +104.4% | -7.6% | +112.0% | +108.3% |
| YTD | -5.7% | +1.8% | -7.5% | -7.2% |
| 1Y | +3.7% | -0.8% | +4.4% | +2.7% |
| 3Y | +12.3% | +56.9% | -44.5% | -12.5% |
| 5Y | -68.8% | +39.5% | -108.3% | -74.5% |
| All | -39.0% | +60.6% | -99.6% | -43.7% |
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