+145.6%
W vs PPL
+56.9%
+88.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.8% | -9.0% | -8.4% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | +7.5% | +6.8% | +0.7% | +5.6% |
| 3M | +5.4% | +3.9% | +1.5% | +4.2% |
| 6M | +79.4% | -2.0% | +81.4% | +79.9% |
| YTD | +12.9% | +5.3% | +7.6% | +11.7% |
| 1Y | +12.4% | +2.2% | +10.2% | +11.9% |
| All | +145.6% | +56.9% | +88.7% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling