-63.1%
W vs PPL
+39.5%
-102.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -4.2% | +2.7% | -6.8% | -5.7% |
| 30D | -7.6% | +0.5% | -8.0% | -7.8% |
| 3M | +37.2% | +0.7% | +36.5% | +36.5% |
| 6M | +26.3% | -7.6% | +33.9% | +32.2% |
| YTD | -1.0% | +1.8% | -2.8% | -2.6% |
| 1Y | +20.1% | -0.8% | +20.8% | +19.4% |
| 3Y | +37.8% | +56.9% | -19.1% | -10.0% |
| All | -63.1% | +39.5% | -102.7% | -73.5% |
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 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