+599.5%
XYZ vs PPL
+62.0%
+537.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +12.1% | +0.4% | +11.7% | +11.9% |
| 30D | +12.4% | +5.4% | +6.9% | +9.4% |
| 3M | +8.2% | +4.3% | +3.9% | +5.7% |
| 6M | +20.7% | -1.3% | +22.0% | +20.7% |
| YTD | +31.3% | +4.7% | +26.6% | +26.5% |
| 1Y | +20.5% | +1.3% | +19.3% | +18.0% |
| 3Y | +72.6% | +57.2% | +15.4% | +28.8% |
| 5Y | -64.0% | +48.2% | -112.2% | -71.8% |
| All | +599.5% | +62.0% | +537.5% | +382.9% |
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