+29.3%
V vs PPL
+1.0%
+28.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +9.0% | +1.8% | +7.2% | +8.8% |
| 30D | +18.1% | +8.4% | +9.7% | +17.1% |
| 3M | +18.3% | +2.4% | +16.0% | +18.1% |
| 6M | +34.1% | -4.0% | +38.0% | +34.0% |
| YTD | +25.2% | +4.5% | +20.8% | +25.1% |
| 1Y | +29.3% | +1.7% | +27.6% | +28.8% |
| All | +29.3% | +1.0% | +28.3% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling