+43.4%
PPL vs SN
+673.1%
-629.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | +3.0% | +19.4% | -16.4% | +2.2% |
| 3M | +1.1% | +20.9% | -19.8% | +0.2% |
| 6M | -0.8% | +111.1% | -111.9% | -4.1% |
| YTD | +3.5% | +102.8% | -99.3% | 0.0% |
| 1Y | -0.9% | +146.2% | -147.1% | -5.0% |
| 3Y | +54.2% | +441.4% | -387.2% | +36.7% |
| All | +43.4% | +673.1% | -629.8% | +26.3% |
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