-54.2%
W vs PPL
+47.9%
-102.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -3.6% | +0.4% | -4.0% | -3.9% |
| 30D | +7.0% | +5.4% | +1.5% | +3.5% |
| 3M | +7.4% | +4.3% | +3.1% | +4.5% |
| 6M | +69.3% | -1.3% | +70.6% | +69.9% |
| YTD | +11.3% | +4.7% | +6.6% | +7.4% |
| 1Y | +13.2% | +1.3% | +12.0% | +11.5% |
| 3Y | +142.0% | +57.2% | +84.8% | +58.6% |
| All | -54.2% | +47.9% | -102.1% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling