-53.4%
W vs PPL
+48.1%
-101.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +3.3% | -1.2% | +4.5% | +4.0% |
| 30D | +10.5% | +4.2% | +6.3% | +7.7% |
| 3M | +9.6% | +1.5% | +8.1% | +8.4% |
| 6M | +76.4% | +1.0% | +75.3% | +74.6% |
| YTD | +16.4% | +4.4% | +12.0% | +12.5% |
| 1Y | +9.3% | +0.8% | +8.6% | +8.0% |
| 3Y | +172.8% | +56.5% | +116.3% | +79.3% |
| 5Y | -53.4% | +47.7% | -101.0% | -66.4% |
| All | -53.4% | +48.1% | -101.4% | -66.4% |
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