-4.0%
PPL vs SN
+91.7%
-95.7%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | +1.8% | +10.6% | -8.8% | +1.4% |
| 30D | +8.4% | +20.0% | -11.6% | +7.7% |
| 3M | +2.4% | +30.4% | -28.0% | +1.0% |
| 6M | -4.0% | +91.0% | -94.9% | -8.5% |
| All | -4.0% | +91.7% | -95.7% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling