+47.7%
PPL vs SBAC
-40.7%
+88.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.1% |
| 30D | +4.2% | +4.3% | -0.1% | +2.8% |
| 3M | +1.5% | +4.1% | -2.6% | 0.0% |
| 6M | +1.0% | -11.6% | +12.7% | +4.2% |
| YTD | +4.4% | +0.4% | +4.0% | +2.4% |
| 1Y | +0.8% | -1.1% | +1.9% | -0.7% |
| 3Y | +56.5% | -7.3% | +63.7% | +55.5% |
| 5Y | +47.7% | -40.8% | +88.4% | +68.3% |
| All | +47.7% | -40.7% | +88.4% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling