+1,333.8%
PPL vs SM
+1,608.3%
-274.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +0.5% | +26.3% | -25.8% | -1.4% |
| 3M | +0.7% | +8.7% | -8.0% | -0.3% |
| 6M | -7.6% | +51.7% | -59.3% | -11.2% |
| YTD | +1.8% | +99.0% | -97.2% | -4.3% |
| 1Y | -0.8% | +34.6% | -35.3% | -4.1% |
| 3Y | +56.9% | -7.8% | +64.6% | +53.4% |
| 5Y | +39.5% | +104.8% | -65.3% | +24.6% |
| 10Y | +55.4% | +7.2% | +48.1% | +20.9% |
| All | +1,333.8% | +1,608.3% | -274.5% | +694.6% |
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