+2,926.4%
V vs PPL
+84.1%
+2,842.3%
-51.9%
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 | -1.7% | +2.7% | -4.4% | -2.8% |
| 30D | +2.0% | +0.5% | +1.5% | +1.7% |
| 3M | +17.4% | +0.7% | +16.7% | +16.8% |
| 6M | +17.5% | -7.6% | +25.1% | +21.1% |
| YTD | +7.6% | +1.8% | +5.8% | +6.0% |
| 1Y | +7.7% | -0.8% | +8.5% | +7.2% |
| 3Y | +54.7% | +56.9% | -2.2% | +24.3% |
| 5Y | +73.0% | +39.5% | +33.5% | +45.3% |
| 10Y | +390.9% | +55.4% | +335.5% | +274.1% |
| All | +2,926.4% | +84.1% | +2,842.3% | +1,898.6% |
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