+555.4%
PPL vs SNY
+253.7%
+301.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.7% | -1.3% | +4.0% | +3.0% |
| 30D | +0.5% | +3.4% | -3.0% | -0.6% |
| 3M | +0.7% | -0.3% | +1.0% | +0.6% |
| 6M | -7.6% | +1.0% | -8.6% | -8.2% |
| YTD | +1.8% | -3.6% | +5.5% | +2.3% |
| 1Y | -0.8% | +3.0% | -3.8% | -2.5% |
| 3Y | +56.9% | -4.3% | +61.2% | +53.9% |
| 5Y | +39.5% | +5.2% | +34.4% | +31.1% |
| 10Y | +55.4% | +70.2% | -14.8% | +23.8% |
| All | +555.4% | +253.7% | +301.7% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling