+3,422.7%
V vs PPL
+88.9%
+3,333.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +9.0% | +1.8% | +7.2% | +8.2% |
| 30D | +18.1% | +8.4% | +9.7% | +14.0% |
| 3M | +18.3% | +2.4% | +16.0% | +16.9% |
| 6M | +34.1% | -4.0% | +38.0% | +36.0% |
| YTD | +25.2% | +4.5% | +20.8% | +21.9% |
| 1Y | +29.3% | +1.7% | +27.6% | +27.3% |
| 3Y | +83.4% | +55.5% | +27.8% | +48.1% |
| 5Y | +117.2% | +47.0% | +70.1% | +78.1% |
| 10Y | +483.0% | +62.4% | +420.6% | +336.1% |
| All | +3,422.7% | +88.9% | +3,333.8% | +2,199.1% |
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