+3,309.9%
V vs PPL
+90.3%
+3,219.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | +14.0% | +6.8% | +7.2% | +10.8% |
| 3M | +14.9% | +3.9% | +11.0% | +12.8% |
| 6M | +31.7% | -2.0% | +33.8% | +32.5% |
| YTD | +21.2% | +5.3% | +15.9% | +17.6% |
| 1Y | +25.3% | +2.2% | +23.1% | +23.0% |
| 3Y | +77.5% | +56.7% | +20.8% | +42.9% |
| 5Y | +102.6% | +49.1% | +53.5% | +65.1% |
| 10Y | +464.3% | +63.6% | +400.7% | +320.7% |
| All | +3,309.9% | +90.3% | +3,219.5% | +2,117.7% |
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