+10.3%
PPL vs SARO
-23.7%
+34.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -1.8% | -4.0% | +2.3% | -1.4% |
| 30D | -2.2% | -16.1% | +13.9% | -0.9% |
| 3M | -3.1% | -4.5% | +1.5% | -3.0% |
| 6M | -8.1% | -17.0% | +8.9% | -7.0% |
| YTD | 0.0% | -17.5% | +17.6% | +1.2% |
| 1Y | -1.3% | -12.3% | +11.0% | -0.9% |
| All | +10.3% | -23.7% | +34.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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