+45.1%
PPL vs SN
+659.6%
-614.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.2% | -0.7% |
| 7D | +0.4% | +7.2% | -6.8% | +0.1% |
| 30D | +5.4% | +20.4% | -14.9% | +4.6% |
| 3M | +4.3% | +23.9% | -19.6% | +3.3% |
| 6M | -1.3% | +93.0% | -94.4% | -4.3% |
| YTD | +4.7% | +99.2% | -94.6% | +1.3% |
| 1Y | +1.3% | +142.6% | -141.3% | -2.9% |
| 3Y | +57.2% | +398.8% | -341.6% | +40.1% |
| All | +45.1% | +659.6% | -614.5% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling