-4.0%
PPL vs S
+57.3%
-61.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.2% |
| 7D | +1.8% | -8.2% | +10.0% | +1.1% |
| 30D | +8.4% | -7.6% | +16.0% | +7.9% |
| 3M | +2.4% | +12.0% | -9.6% | +3.8% |
| 6M | -4.0% | +50.6% | -54.5% | +0.5% |
| All | -4.0% | +57.3% | -61.3% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling