+64.8%
XYZ vs PPL
+54.3%
+10.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | -2.2% | -1.0% | -1.2% | -2.1% |
| 30D | +11.6% | +3.0% | +8.6% | +11.4% |
| 3M | +8.4% | +1.1% | +7.3% | +8.3% |
| 6M | +17.2% | -0.8% | +17.9% | +17.3% |
| YTD | +31.7% | +3.5% | +28.2% | +30.9% |
| 1Y | +30.1% | -0.9% | +31.0% | +30.2% |
| All | +64.8% | +54.3% | +10.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling