+36.9%
PPL vs SITM
+4,507.3%
-4,470.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | 0.0% |
| 7D | +1.8% | +8.4% | -6.6% | +1.4% |
| 30D | -1.1% | -17.4% | +16.3% | -0.4% |
| 3M | 0.0% | -9.8% | +9.9% | 0.0% |
| 6M | -7.6% | +83.0% | -90.6% | -11.2% |
| YTD | +1.7% | +69.6% | -67.8% | -2.1% |
| 1Y | +1.5% | +144.9% | -143.4% | -4.5% |
| 3Y | +55.3% | +429.9% | -374.6% | +34.4% |
| 5Y | +37.7% | +169.2% | -131.5% | +18.9% |
| All | +36.9% | +4,507.3% | -4,470.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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