+67.9%
PPL vs SFM
+140.2%
-72.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -0.4% | +6.0% | -6.4% | -0.9% |
| 30D | +2.6% | -19.5% | +22.1% | +4.2% |
| 3M | +0.8% | -37.0% | +37.8% | +4.5% |
| 6M | +1.4% | -41.0% | +42.4% | +5.6% |
| YTD | +4.3% | -34.6% | +38.9% | +7.1% |
| 1Y | +0.8% | -36.3% | +37.0% | +3.7% |
| 3Y | +57.9% | +24.5% | +33.4% | +47.0% |
| 5Y | +48.3% | +115.9% | -67.6% | +26.8% |
| All | +67.9% | +140.2% | -72.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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