+56.8%
PPL vs SITM
+395.0%
-338.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | +0.1% |
| 7D | +2.7% | +9.7% | -7.1% | +2.8% |
| 30D | +0.5% | +12.7% | -12.2% | +0.7% |
| 3M | +0.7% | -13.4% | +14.1% | +0.7% |
| 6M | -7.6% | +59.6% | -67.2% | -7.3% |
| YTD | +1.8% | +73.3% | -71.5% | +2.3% |
| 1Y | -0.8% | +165.5% | -166.3% | +0.2% |
| All | +56.8% | +395.0% | -338.2% | +53.3% |
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