+36.8%
PPL vs SNY
+7.6%
+29.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | 0.0% | -3.6% | +3.7% | +0.7% |
| 30D | -1.3% | -1.4% | +0.2% | -1.0% |
| 3M | -2.6% | -4.2% | +1.6% | -1.9% |
| 6M | -8.4% | +2.0% | -10.4% | -8.9% |
| YTD | +0.2% | -6.7% | +6.9% | +1.1% |
| 1Y | -0.2% | -4.7% | +4.5% | +0.1% |
| 3Y | +52.9% | -8.1% | +61.0% | +52.3% |
| 5Y | +36.8% | +8.2% | +28.6% | +27.7% |
| All | +36.8% | +7.6% | +29.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling