+1,314.2%
PPL vs SPG
+5,756.7%
-4,442.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | +1.0% | +5.0% | -4.0% | -0.2% |
| 30D | +6.8% | +12.3% | -5.5% | +3.8% |
| 3M | +3.9% | +1.9% | +2.0% | +3.3% |
| 6M | -2.0% | +14.4% | -16.5% | -5.3% |
| YTD | +5.3% | +26.5% | -21.2% | -0.9% |
| 1Y | +2.2% | +30.7% | -28.5% | -4.6% |
| 3Y | +56.7% | +122.6% | -65.9% | +27.0% |
| 5Y | +49.1% | +73.3% | -24.2% | +26.7% |
| 10Y | +63.6% | +111.1% | -47.5% | +21.2% |
| All | +1,314.2% | +5,756.7% | -4,442.5% | +414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling