-1.9%
PPL vs SOLS
+10.3%
-12.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -5.9% | -0.5% |
| 7D | +0.4% | -4.2% | +4.6% | +0.4% |
| 30D | +5.4% | -3.9% | +9.4% | +5.4% |
| 3M | +4.3% | -6.6% | +10.9% | +4.2% |
| 6M | -1.3% | -29.1% | +27.8% | -1.2% |
| YTD | +4.7% | +19.8% | -15.1% | +5.2% |
| 1Y | +1.3% | +29.2% | -28.0% | +1.9% |
| All | -1.9% | +10.3% | -12.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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