+57.2%
PPL vs SM
-20.0%
+77.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.5% | -0.6% |
| 7D | +0.4% | -25.9% | +26.3% | +0.4% |
| 30D | +5.4% | -15.1% | +20.6% | +5.4% |
| 3M | +4.3% | +4.9% | -0.6% | +4.1% |
| 6M | -1.3% | +6.1% | -7.5% | -1.6% |
| YTD | +4.7% | +63.4% | -58.7% | +3.5% |
| 1Y | +1.3% | +72.5% | -71.2% | -0.1% |
| 3Y | +57.2% | -16.9% | +74.1% | +51.3% |
| All | +57.2% | -20.0% | +77.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling