+54.2%
PPL vs SM
+6.6%
+47.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +0.5% | +26.3% | -25.8% | -0.7% |
| 3M | +0.7% | +8.7% | -8.0% | +0.1% |
| 6M | -7.6% | +51.7% | -59.3% | -9.8% |
| YTD | +1.8% | +99.0% | -97.2% | -2.1% |
| 1Y | -0.8% | +34.6% | -35.3% | -2.8% |
| 3Y | +56.9% | -7.8% | +64.6% | +54.8% |
| 5Y | +39.5% | +104.8% | -65.3% | +30.3% |
| All | +54.2% | +6.6% | +47.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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