+1,382.4%
PPL vs SM
+1,289.1%
+93.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.1% |
| 7D | +1.0% | -25.1% | +26.2% | +3.1% |
| 30D | +6.8% | -15.6% | +22.4% | +8.0% |
| 3M | +3.9% | +2.7% | +1.2% | +3.2% |
| 6M | -2.0% | -3.8% | +1.8% | -2.5% |
| YTD | +5.3% | +61.8% | -56.6% | +0.2% |
| 1Y | +2.2% | +71.4% | -69.2% | -3.3% |
| 3Y | +56.7% | -20.7% | +77.4% | +54.7% |
| 5Y | +49.1% | -11.5% | +60.6% | +42.3% |
| 10Y | +63.6% | +10.2% | +53.4% | +26.2% |
| All | +1,382.4% | +1,289.1% | +93.3% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling