+54.2%
PPL vs SBAC
+80.0%
-25.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +0.5% | +6.9% | -6.5% | -2.0% |
| 3M | +0.7% | -8.2% | +8.9% | +3.3% |
| 6M | -7.6% | -1.6% | -6.0% | -8.7% |
| YTD | +1.8% | -0.1% | +1.9% | -0.3% |
| 1Y | -0.8% | -0.5% | -0.3% | -2.8% |
| 3Y | +56.9% | -9.1% | +65.9% | +56.0% |
| 5Y | +39.5% | -43.8% | +83.3% | +65.9% |
| All | +54.2% | +80.0% | -25.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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