+60.2%
PPL vs SM
+8.2%
+52.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.6% |
| 7D | +0.4% | -25.9% | +26.3% | +1.7% |
| 30D | +5.4% | -15.1% | +20.6% | +6.1% |
| 3M | +4.3% | +4.9% | -0.6% | +3.8% |
| 6M | -1.3% | +6.1% | -7.5% | -2.1% |
| YTD | +4.7% | +63.4% | -58.7% | +1.4% |
| 1Y | +1.3% | +72.5% | -71.2% | -2.2% |
| 3Y | +57.2% | -16.9% | +74.1% | +55.6% |
| 5Y | +48.2% | -10.6% | +58.9% | +44.1% |
| All | +60.2% | +8.2% | +52.1% | +26.5% |
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