+58.1%
PPL vs SN
+384.9%
-326.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +1.0% | +3.8% | -2.8% | +0.9% |
| 30D | +6.8% | +17.5% | -10.7% | +6.2% |
| 3M | +3.9% | +19.2% | -15.4% | +3.1% |
| 6M | -2.0% | +84.9% | -87.0% | -4.5% |
| YTD | +5.3% | +94.0% | -88.8% | +2.4% |
| 1Y | +2.2% | +151.3% | -149.1% | -1.6% |
| All | +58.1% | +384.9% | -326.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling