+208.9%
W vs PPL
+65.0%
+143.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -1.7% | -2.2% | +0.5% | -0.5% |
| 30D | +3.2% | +1.7% | +1.6% | +2.1% |
| 3M | +8.3% | +0.1% | +8.2% | +7.9% |
| 6M | +84.3% | -1.5% | +85.8% | +85.2% |
| YTD | +11.0% | +3.0% | +8.1% | +8.5% |
| 1Y | -0.2% | -1.4% | +1.2% | -0.2% |
| 3Y | +157.9% | +53.5% | +104.5% | +93.7% |
| 5Y | -56.8% | +46.4% | -103.2% | -66.3% |
| All | +208.9% | +65.0% | +143.9% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling