+39.2%
PPL vs SITM
+3,535.1%
-3,495.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.2% |
| 7D | -1.0% | +17.2% | -18.1% | -1.7% |
| 30D | +3.0% | -17.1% | +20.1% | +3.6% |
| 3M | +1.1% | -29.2% | +30.3% | +2.1% |
| 6M | -0.8% | -47.6% | +46.8% | +1.1% |
| YTD | +3.5% | +33.8% | -30.3% | +0.1% |
| 1Y | -0.9% | +54.1% | -55.0% | -4.9% |
| 3Y | +54.2% | +337.6% | -283.3% | +34.1% |
| 5Y | +46.3% | +89.7% | -43.4% | +29.0% |
| All | +39.2% | +3,535.1% | -3,495.9% | -15.7% |
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