+39.4%
PPL vs SPG
+102.5%
-63.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +2.7% | -2.4% | +5.0% | +3.4% |
| 30D | +0.5% | -6.8% | +7.3% | +2.6% |
| 3M | +0.7% | +2.7% | -2.0% | -0.1% |
| 6M | -7.6% | +5.5% | -13.1% | -9.2% |
| YTD | +1.8% | +15.7% | -13.9% | -2.7% |
| 1Y | -0.8% | +20.9% | -21.6% | -6.5% |
| 3Y | +56.9% | +112.4% | -55.5% | +21.4% |
| All | +39.4% | +102.5% | -63.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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