+1.5%
PPL vs SITM
+150.1%
-148.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | -0.1% |
| 7D | +1.8% | +8.4% | -6.6% | +1.9% |
| 30D | -1.1% | -17.4% | +16.3% | -1.2% |
| 3M | 0.0% | -9.8% | +9.9% | +0.1% |
| 6M | -7.6% | +83.0% | -90.6% | -8.4% |
| YTD | +1.7% | +69.6% | -67.8% | +0.9% |
| 1Y | +1.5% | +144.9% | -143.4% | +1.0% |
| All | +1.5% | +150.1% | -148.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling