+58.1%
PPL vs SFM
+24.6%
+33.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.9% |
| 7D | +1.0% | +7.5% | -6.5% | +0.8% |
| 30D | +6.8% | -20.8% | +27.6% | +7.5% |
| 3M | +3.9% | -39.4% | +43.2% | +5.4% |
| 6M | -2.0% | -34.5% | +32.4% | -0.9% |
| YTD | +5.3% | -35.2% | +40.5% | +6.6% |
| 1Y | +2.2% | -35.3% | +37.5% | +3.4% |
| All | +58.1% | +24.6% | +33.5% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling