+57.2%
PPL vs SITM
+269.8%
-212.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +17.4% | -18.0% | -0.3% |
| 7D | +0.4% | -6.7% | +7.2% | +0.4% |
| 30D | +5.4% | -37.3% | +42.8% | +5.0% |
| 3M | +4.3% | -39.4% | +43.6% | +3.8% |
| 6M | -1.3% | -33.1% | +31.8% | -1.5% |
| YTD | +4.7% | +18.0% | -13.4% | +4.9% |
| 1Y | +1.3% | +22.7% | -21.4% | +1.5% |
| 3Y | +57.2% | +283.8% | -226.6% | +57.0% |
| All | +57.2% | +269.8% | -212.6% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling