+109.4%
PPL vs SFM
+132.6%
-23.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +0.5% | -4.4% | +4.8% | +0.7% |
| 3M | +0.7% | +1.5% | -0.9% | +0.4% |
| 6M | -7.6% | +6.5% | -14.1% | -8.4% |
| YTD | +1.8% | +2.2% | -0.4% | +1.1% |
| 1Y | -0.8% | -41.9% | +41.1% | +3.0% |
| 3Y | +56.9% | +106.8% | -49.9% | +43.8% |
| 5Y | +39.5% | +231.6% | -192.0% | +21.1% |
| 10Y | +55.4% | +258.4% | -203.0% | +30.9% |
| All | +109.4% | +132.6% | -23.2% | +79.4% |
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