+44.7%
PPL vs SN
+681.9%
-637.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -1.2% | +7.6% | -8.9% | -1.5% |
| 30D | +4.2% | +24.1% | -19.8% | +3.3% |
| 3M | +1.5% | +23.7% | -22.2% | +0.5% |
| 6M | +1.0% | +105.5% | -104.5% | -2.3% |
| YTD | +4.4% | +105.1% | -100.7% | +0.9% |
| 1Y | +0.8% | +148.3% | -147.5% | -3.5% |
| 3Y | +56.5% | +438.7% | -382.2% | +38.8% |
| All | +44.7% | +681.9% | -637.3% | +27.4% |
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