+58.1%
PPL vs SM
-20.8%
+78.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +0.8% |
| 7D | +1.0% | -25.1% | +26.2% | +1.0% |
| 30D | +6.8% | -15.6% | +22.4% | +6.8% |
| 3M | +3.9% | +2.7% | +1.2% | +3.7% |
| 6M | -2.0% | -3.8% | +1.8% | -2.2% |
| YTD | +5.3% | +61.8% | -56.6% | +4.1% |
| 1Y | +2.2% | +71.4% | -69.2% | +0.8% |
| All | +58.1% | -20.8% | +78.9% | +52.1% |
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