+680.9%
PPL vs SBAC
+2,252.5%
-1,571.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | +1.0% | +4.4% | -3.4% | +0.6% |
| 30D | +6.8% | +13.8% | -7.0% | +5.4% |
| 3M | +3.9% | +9.0% | -5.1% | +2.9% |
| 6M | -2.0% | -10.0% | +8.0% | -1.3% |
| YTD | +5.3% | +1.8% | +3.5% | +4.5% |
| 1Y | +2.2% | +1.1% | +1.1% | +1.5% |
| 3Y | +56.7% | -9.5% | +66.3% | +57.0% |
| 5Y | +49.1% | -39.0% | +88.1% | +54.3% |
| 10Y | +63.6% | +101.1% | -37.5% | +54.2% |
| All | +680.9% | +2,252.5% | -1,571.6% | +487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling