+57.2%
PPL vs SBAC
-10.4%
+67.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +5.4% | +11.2% | -5.7% | +2.7% |
| 3M | +4.3% | +4.5% | -0.2% | +3.0% |
| 6M | -1.3% | -12.2% | +10.8% | +1.4% |
| YTD | +4.7% | -0.1% | +4.8% | +3.6% |
| 1Y | +1.3% | -0.3% | +1.5% | +0.2% |
| 3Y | +57.2% | -8.7% | +65.9% | +58.7% |
| All | +57.2% | -10.4% | +67.6% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling