+116.5%
PPL vs SFM
+47.4%
+69.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +1.2% |
| 7D | +1.0% | +7.5% | -6.5% | +0.4% |
| 30D | +6.8% | -20.8% | +27.6% | +8.3% |
| 3M | +3.9% | -39.4% | +43.2% | +7.4% |
| 6M | -2.0% | -34.5% | +32.4% | +0.5% |
| YTD | +5.3% | -35.2% | +40.5% | +7.8% |
| 1Y | +2.2% | -35.3% | +37.5% | +4.6% |
| 3Y | +56.7% | +23.9% | +32.8% | +49.0% |
| 5Y | +49.1% | +113.8% | -64.8% | +33.3% |
| 10Y | +63.6% | +152.0% | -88.3% | +41.8% |
| All | +116.5% | +47.4% | +69.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling