+0.8%
PPL vs SFM
-36.8%
+37.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | -0.4% | +6.0% | -6.4% | -0.4% |
| 30D | +2.6% | -19.5% | +22.1% | +2.7% |
| 3M | +0.8% | -37.0% | +37.8% | +0.9% |
| 6M | +1.4% | -41.0% | +42.4% | +1.3% |
| YTD | +4.3% | -34.6% | +38.9% | +4.6% |
| 1Y | +0.8% | -36.3% | +37.0% | +0.7% |
| All | +0.8% | -36.8% | +37.5% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling