+1.3%
PPL vs S
+31.6%
-30.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | +0.4% | -13.4% | +13.9% | -0.2% |
| 30D | +5.4% | -14.0% | +19.4% | +4.9% |
| 3M | +4.3% | +4.9% | -0.6% | +4.6% |
| 6M | -1.3% | +42.0% | -43.3% | -0.6% |
| YTD | +4.7% | +45.1% | -40.4% | +5.4% |
| 1Y | +1.3% | +33.1% | -31.8% | +2.2% |
| All | +1.3% | +31.6% | -30.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling