+587.7%
XYZ vs PPL
+62.9%
+524.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.5% |
| 7D | +9.2% | +1.0% | +8.2% | +8.6% |
| 30D | +9.8% | +6.8% | +3.0% | +6.2% |
| 3M | -0.2% | +3.9% | -4.1% | -2.3% |
| 6M | +18.0% | -2.0% | +20.0% | +18.4% |
| YTD | +29.1% | +5.3% | +23.8% | +24.0% |
| 1Y | +14.1% | +2.2% | +11.9% | +11.2% |
| 3Y | +72.6% | +56.7% | +15.9% | +29.1% |
| 5Y | -64.6% | +49.1% | -113.7% | -72.3% |
| All | +587.7% | +62.9% | +524.8% | +373.5% |
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 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