+12.1%
PPL vs SARO
-21.1%
+33.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -1.1% | -16.2% | +15.1% | +0.2% |
| 3M | 0.0% | -1.3% | +1.3% | -0.1% |
| 6M | -7.6% | -15.2% | +7.7% | -6.6% |
| YTD | +1.7% | -14.7% | +16.4% | +2.6% |
| 1Y | +1.5% | -9.1% | +10.6% | +1.6% |
| All | +12.1% | -21.1% | +33.2% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling