+65.0%
PPL vs SM
+10.6%
+54.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.6% | -6.5% | -1.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +3.0% | -17.3% | +20.4% | +3.8% |
| 3M | +1.1% | -3.6% | +4.7% | +1.1% |
| 6M | -0.8% | +2.9% | -3.7% | -1.4% |
| YTD | +3.5% | +70.2% | -66.7% | 0.0% |
| 1Y | -0.9% | +66.5% | -67.4% | -4.1% |
| 3Y | +54.2% | -8.2% | +62.4% | +51.9% |
| 5Y | +46.3% | -1.5% | +47.8% | +41.6% |
| 10Y | +65.0% | +11.9% | +53.2% | +30.5% |
| All | +65.0% | +10.6% | +54.5% | +30.5% |
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