+2,164.3%
PPL vs SMTC
+38,957.1%
-36,792.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.5% | +18.3% | +1.5% |
| 7D | +1.0% | -35.0% | +36.0% | +2.8% |
| 30D | +6.8% | -53.6% | +60.4% | +10.1% |
| 3M | +3.9% | -24.5% | +28.4% | +4.5% |
| 6M | -2.0% | -19.0% | +16.9% | -2.3% |
| YTD | +5.3% | +24.2% | -19.0% | +2.6% |
| 1Y | +2.2% | +35.6% | -33.4% | -0.9% |
| 3Y | +56.7% | +521.9% | -465.1% | +37.7% |
| 5Y | +49.1% | +1.5% | +47.6% | +40.9% |
| 10Y | +63.6% | +274.7% | -211.1% | +44.4% |
| All | +2,164.3% | +38,957.1% | -36,792.8% | +1,662.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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